The Cantor Intersection Theorem is that
Let $\{S_1,S_2,S_3,...\}$ be a countable collection of nonempty sets in $\mathbb R$ such that:
$S_{k+1} \subset S_k$ for $k=1,2,3...$
Each $S_k$ is closed and $S_1$ is bounded,
then the intersection $\bigcap_{k=1}^\infty S_k$ is closed and nonempty.
My question is that, what if for some $S_k$ is not closed, how does it fail?
What is the counterexample?
The most trivial one would be
$$S_k= (0,\frac{1}{k}).$$
Note that $\bigcap_{k=1}^\infty S_k$ is empty.
If only finitely many of them are not closed, then the result still hold.