Suppose that an open interval $(a,b)$ is covered by open sets $U , V$, and $U \cap (a,b) \neq \emptyset \neq V \cap (a,b)$. (Note that we may assume that $V , U \subseteq (a,b)$.) We will show that $U \cap V \neq \emptyset$.
If either $U \subseteq V$ or $V \subseteq U$ we are done. Therefore we may assume that $U \nsubseteq V$ and $V \nsubseteq U$. Take any $x \in U \setminus V$. Note that $U$ itself is a union of countably many pairwise disjoint open intervals, say $U = \bigcup_{i=1}^\infty (c_i,d_i)$.[*] Thus there is an $i$ such that $c_i < x < d_i$. It can easily be shown that neither $c_i$ nor $d_i$ belong to $U$.
Since $U \subsetneq (a,b)$ it follows that either $a < c_i$ or $d_i < b$. Without loss of generality assume that $a < c_i < x < b$. Then $c_i \in V$. But as $V$ is open there is an $\epsilon > 0$ such that $(c_i - \epsilon , c_i + \epsilon ) \subseteq V$. Since $x \notin V$ it follows that $\epsilon \leq x - c_i$. It then follows that $c_i + \frac{\epsilon}{2} \in V$ (by the choice of $\epsilon$) and $c_i + \frac{\epsilon}{2} \in U$ (by choice of $c_i$ and observation of $\epsilon$, above), and so $U \cap V \neq \emptyset$.
The case for closed and half-open intervals can be similarly made.
[*] If you do not want to appeal to this characterisation (which can be found in, e.g., Royden's text), we can get around it by defining $c = \inf \{ z \in \mathbb{R} : [z,x] \subseteq U \}$ and $d = \sup \{ z \in \mathbb{R} : [x,z] \subseteq U \}$. It then follows that $(c,d) \subseteq U$ but $c \notin U$ and $d \notin U$. Why? Consider $c$:
- Given $c < y < x$, by definition of $c$ there is a $c \leq z < y$ such that $[z,x] \subseteq U$, which means that $y \in U$. Therefore $(c,x) \subseteq U$.
- If $c \in U$, then since $U$ is open there is a $\epsilon > 0$ such that $( c-\epsilon , c + \epsilon ) \subseteq U$, but then it would follow that, e.g., $[ c - \frac{\epsilon}{2} , x ] \subseteq U$, contradicting our definition of $c$.
The case for $d$ is analogous, and by choice we have that $x \in U$.