Thanks for your posts. I am summing up what we have got so far.

@Dmitri Pavlov: You explained why the answer to my question is negative and give an alternative approach to $L_p$-spaces on hermitian vector bundles in your answer. You claim that all the usual theorems of measure theory hold in this more general setting. Can you give a reference for that?

@Deane Yang: You claim that this can be done locally. That idea seems natural to me, but I'm afraid I cant make this rigorous: Let $E \to M$ be a real vector bundle of rank $k$ with fibre metric $h$ and let $(M,g)$ be a Riemannian $m$-manifold. Assume $U \subset M$ is open and sufficiently small such that there exists a chart $\varphi:U \to R^m$ and a local trivialization $\Psi=(\Psi_1,\Psi_2):\pi^{-1}(U) \to U \times R^k$. Let $\mu_g$ be the Riemannian volume density on $M$, $\tau_g:=\sqrt{\det(g_{ij})}$. Then for any section $s \in \Gamma(E)$, we obtain

$$\int_{U}{\left\| s \right\|_h^p \mu_g} = \int_{V}{(\left\| s \right\|_h^p \tau_g \circ \varphi^{-1} )(x) dx}= \int_{V}{(\left\| s(\varphi^{-1}(x))\right\|_{h_{\varphi^{-1}(x)}}^p \tau_g(\varphi^{-1}(x) dx} $$

Now of course $\tilde s:= \Psi_2 \circ s\circ \varphi^{-1}:V \to R^k$ is a vector valued function, but you cant choose a norm $\left| \cdot \right|$ on $R^k$ such that for any $x \in V$ $\left| \tilde s(x) \right| = {\left\| s \circ \varphi^{-1}(x)\right\|}_{h}}$ because the fibre metric may change in every point.

Thanks for your posts. I am summing up what we have got so far.

@Dmitri Pavlov: You explained why the answer to my question is negative and give an alternative approach to $L_p$-spaces on hermitian vector bundles in your answer. You claim that all the usual theorems of measure theory hold in this more general setting. Can you give a reference for that?

@Deane Yang: You claim that this can be done locally. That idea seems natural to me, but I'm afraid I cant make this rigorous: Let $E \to M$ be a real vector bundle of rank $k$ with fibre metric $h$ and let $(M,g)$ be a Riemannian $m$-manifold. Assume $U \subset M$ is open and sufficiently small such that there exists a chart $\varphi:U \to R^m$ and a local trivialization $\Psi=(\Psi_1,\Psi_2):\pi^{-1}(U) \to U \times R^k$. Let $\mu_g$ be the Riemannian volume density on $M$, $\tau_g:=\sqrt{\det(g_{ij})}$ and $\left\| \cdot \right\|_h$ be the norm induced by $h$. Then for any section $s \in \Gamma(E)$, we obtain

$$\int_{U}{\left\| s \right\|_h^p \mu_g} = \int_{V}{(\left\| s \right\|_h^p \tau_g \circ \varphi^{-1} )(x) dx}=\int_{V}{\left\| s(\varphi^{-1}(x)) \right\|^p_{h(\varphi^{-1}(x))} \tau_g(\varphi^{-1}(x)) dx }$$

Now of course $\tilde s:= \Psi_2 \circ s\circ \varphi^{-1}:V \to R^k$ is a vector valued function, but you can't choose a norm $\left| \cdot \right|$ on $R^k$ such that for any $x \in V$, we obtain $\left| \tilde s(x) \right| = \left\| s(\varphi^{-1}(x) \right\|_{h(\varphi^{-1}(x))} $, because the fibre metric may change in every point.