This is actually problem 4T of Bartle's book "The elements of integration and Lebesgue measure".
Let $f_n$, $f$ be nonnegative measurable functions on $\mathbb{R}$ such that $f_n\to\ f$ for every real number (pointwise convergence). Suppose that $lim_{n\to \infty}\int_\mathbb{R}f_n=\int_\mathbb{R}f$.
Show that if $\int_\mathbb{R}f<\infty$, then $lim_{n\to \infty}\int_Ef_n=\int_Ef$ for every measurable set $E\subset\mathbb{R}$
Important theorems that I'm allowed to use: Theorem of Monotone Convergence, Fatou's Lemma, and Theorem of Dominated Convergence. I've been attempting to use dominated convergence by trying to define a sequence of functions bounded by f on $E$, but I haven't been able to come up with such a sequence.
Any hints would be greatly appreciated.