What's the best way to store an array in a relational database?

I'm currently trying to design a database and I'm not too sure about the best way to approach a dynamically sized array field of one of my objects. My first thought is to use a column in my object to store an array of integers. However the more I read, the more I think this isn't the best option. Concrete example wise, I have a player object that stores 0 to many items, which are represented by an integer. What is the best way to represent this?