Let $O$ be open in $\mathbb{R}^n$. Show that O is the union of a sequence of compact sets $(C_n)$ such that $C_n\subset (C_{n+1})^o$.
The answer seems pretty simple when O is bounded, since $cl(O)$ will be compact, and I can construct the sequence from there by the Lebesgue epsilon property. But how to do the non bounded case? Would it work if I cut the set into bounded pieces? (Guess not...)