Let $1\leq p \leq q \leq \infty$.
It's well known that on a finite measure space $(X,\mathcal{M}, \mu)$, we have the inclusion $L^q(X,\mathcal{M}, \mu) \subset L^p(X,\mathcal{M}, \mu)$. Questions regarding this have already been addressed ( $L^p$ and $L^q$ space inclusion). But we have also have special cases, for instance if $\mu$ is the counting measure then $L^p(X,\mathcal{M}, \mu) \subset L^q(X,\mathcal{M}, \mu)$. On this site I also found this: When $L^p \subset L^q$ for $p <q$..
So here's my question: what are some other cases of $L^p$ space inclusion? Also, what is the nature of this inclusion? Are there examples/criteria where $L^p$ is, say, open, closed (complete), dense, compact, etc. in $L^q$ for $p\neq q$. Of course, here we're viewing $L^p$ functions with the $L^q$ norm.