In a normed space (over the reals), let $C_1 = \{x : \|x\| \leq 1\}$ the closed unit ball, and let $U$ be an open set including $C_1$.
In $\mathbf{R}^p$, it is intuitively apparent that you can "extend" the closed unit ball so that $C_{1+\epsilon} = \{x : \|x\| \leq 1 + \epsilon \} \subset U$. I managed to prove this for all finite-dimensional spaces.
Here is the proof: We know $C = \{x : \|x\| = 1 \}$ is compact. For each point $x \in C$, take two open balls of radius $r_x$ and $r_x/2$ in $U$ containing $x$. By compactness we can have a finite collection of open balls of radius $r_{x_n}/2$ covering $C$, and included in $U$. Take the minimum of $r_{x_n}$ as $r$.
For any $x$ with $1 \leq \|x\| \leq 1 + r/2$, we have $x/\|x\| \in C$, and thus $x/\|x\|$ is in some $V_n$. Computation gives us $\|x - x/\|x\|\| = \|x\|(1 - 1/\|x\|) < r/2$, and thus $\|x - x_n\| \leq \|x - x/\|x\|\| + \|x/\|x\| - x_n\| < r/2 + r/2 = r$, and thus $x \in U$.
The above proof made essential usage of the compactness of the boundary of the closed unit ball, which I know is to be false in infinite-dimensional spaces. I would like to know if a similar result holds in infinite-dimensional normed spaces, or if there exists a counterexample (which I believe is the case, but have been unable to find one).