The question states
The power series $\displaystyle f_k(x)=\sum_{n=0}^\infty(-1)^n(n+1)^k x^n$ is of the form
$$\frac{p_{k-1}(x)}{(1+x)^{k+1}}$$
The (unsigned) polynomial cofficients appear in the
OEIS sequence A008292.
$\texttt{Triangle of Eulerian numbers T(n,k) (n >= 1, 1 <= k <= n) read by rows.}$
$\texttt{The polynomials E(z,n) = numerator(Sum_{k>=1} (-1)^(n+1)*k^n*z^(k-1))}$ $\texttt{for n >=1 lead directly to the triangle of Eulerian numbers.}$
$\texttt{1, 1, 1, 1, 4, 1, 1, 11, 11, 1, 1, 26, 66, 26, 1, 1, 57, 302, 302, 57, 1,}$
$\texttt{T(n, k) = k * T(n-1, k) + (n-k+1) * T(n-1, k-1), T(1, 1) = 1.}$
$\texttt{T(n, k) = Sum_{j=0..k} (-1)^j * (k-j)^n * binomial(n+1, j).}$
Use Mathematica to sum the infinite series as
Sum[(-z)^n*(n+1)^k, {n,0,Infinity}]
(* -(PolyLog[-k, -z]/z) *)
(* example for p_3(x) )
Sum[ (-z)^n(n+1)^(3+1), {n, 0, Infinity}]
(* (1 - 11z + 11z^2 - z^3)/(1 + z)^5 )
-PolyLog[-4, -z]/z //Simplify
( (1 - 11z + 11z^2 - z^3)/(1 + z)^5 *)
The general result is that
$$ p_k(x) = -\text{Li}_{-k-1}( -x) $$
where $\,\text{Li}_n(x)\,$ is the
polylogarithm function.
The answer to the question
Question: is there a closed-form formula for $p_k(x)$ (or its coefficients) for a general natural number $k$?
is "yes" for $p_k(x)$ if you consider the polylogarithm or
Eulerian polynomials
closed-form.
Alternatively, the finite summation for the coefficients
$$ \sum_{j=0}^n -(-1)^{n-j} (n-j)^k {{k+1}\choose j} $$
could be considered closed-form because it is a finite
sum, but that is just a matter of opinion.