Based on your comment, it looks like you have a handle on the argument. A limsup of a sequence of measurable functions is an inf of a sequence of functions each of which is a sup of a sequence of measurable functions, so it reduces to showing that both infs and sups of sequences of measurable functions are measurable. Assuming you're working with a complete measure, it doesn't matter what happens on the set of measure zero where $(f_n)$ does not converge to $f$.
Just for fun, here's another way to think of this, assuming the functions are all defined on $[0,1]$ with Lebesgue measure. By Egoroff's theorem, off of a set $A$ of arbitrarily small measure, $f_n\to f$ uniformly. By Lusin's theorem, off of a set $B$ of arbitrarily small measure each $f_n$ is continuous (you can apply Lusin to each function with progressively smaller exceptional sets and take $B$ to be the union of these sets). Off of $A\cup B$, $f$ is a uniform limit of a sequence of continuous functions, hence continuous. As came up at another question, a function that is continuous off of sets of arbitrarily small measure is measurable.