If $M$ is a metric space then the set of Cauchy sequences is closed in $\mathcal{B}(\mathbb{N},M)$ (set of bounded functions $x : \mathbb{N} \rightarrow M$).
My attempt:
Let $A= \lbrace x \in \mathcal{B}(\mathbb{N},M) | \space x_n \space \text{is Cauchy} \rbrace$.
I tried to show that $\mathcal{B}(\mathbb{N},M) - A = \lbrace x:\mathbb{N} \rightarrow M | \space x_n \space \text{is not Cauchy} \rbrace$ is open.
If $x \in \mathcal{B}(\mathbb{N},M) - A$ then $x_n$ is not a Cauchy sequence, so
$ \forall N \in \mathbb{N}, \exists \epsilon>0$ so that $m,n >N \rightarrow d(x_n,x_m)> \epsilon $
Now, fix some $N \in \mathbb{N}$ and consider the ball $B(x,\frac{\epsilon}{4})= \lbrace y \in \mathcal{B}(\mathbb{N},M) | \quad\|x-y\| < \frac{\epsilon}{4} \rbrace$
Let $y \in B(x, \frac{\epsilon}{4}) \Rightarrow \|x-y\|< \frac{\epsilon}{4} \Rightarrow \sup_{n \in \mathbb{N}} d(x_n,y_n) < \frac{\epsilon}{4}$
Then, if $m,n >N$ we have $d(x_n,y_n)<\frac{\epsilon}{4}$
Now, if $m,n>N$ we have that
$d(y_n,y_m) > d(x_n,y_m) - d(x_n,y_n)>d(x_n,x_m)-d(x_m,y_m)-d(x_n,y_n)>\epsilon -\frac{2\epsilon}{4}=\frac{\epsilon}{2}$
Then, $y_n$ is not a Cauchy sequence. So, $B(x,\frac{\epsilon}{4}) \subset \mathcal{B}(\mathbb{N},M)-A$
Then, every point in $\mathcal{B}(\mathbb{N},M)-A$ is a interior point, follows that $\mathcal{B}(\mathbb{N},M)-A$ is open and $A$ is closed.