Does a pointwise convergent sequence of functions $f_n:\mathbb R\to \mathbb R$ converges locally uniformly almost everywhere? Here locally uniform convergence at $x$ means $x$ has a open neighborhood on which the restriction of $f_n$ converges uniformly (as opposed to the restriction of $f_n$ to every bounded set converges uniformly).
The motivation of this question is the statement of Egorov's Theorem in Terry Tao's Introduction to Measure Theory:
Let ${f_n: {\bf R}^d \rightarrow {\bf C}}$ be a sequence of measurable functions that converge pointwise almost everywhere to another function ${f: {\bf R}^d \rightarrow {\bf C}}$, and let ${\epsilon > 0}$. Then there exists a Lebesgue measurable set ${A}$ of measure at most ${\epsilon}$, such that ${f_n}$ converges locally uniformly to ${f}$ outside of ${A}$.
The author comments one cannot pick $A$ to have measure zero if one uses the definition of local uniform convergence in terms of bounded subset. But I think it is more natural to use the definition in terms of open neighborhood and I wonder if in that case the statement can be upgraded. Note that the moving bump counterexample doesn't work (since it converges locally uniformly everywhere) as well as the function $f_n=\frac{1}{nx}$ with $f_n(0)=0$ since you can just minus the point zero.