I know that for an open set $\Omega \subset \mathbb{R}^n$ and $1 \leq p \leq \infty$, a function $u \in W^{1,p}_0(\Omega)$ can be continued to a function $v \in W^{1,p}(\mathbb{R}^n)$ by setting $v=u$ in $\Omega$ and $v=0$ in $\Omega \setminus \mathbb{R}^n$.
By Meyers-Serein, we also know that for $1 \leq p < \infty$, the set $C^{\infty}_0(\mathbb{R}^n)$ is dense in $W^{1,p}(\mathbb{R}^n)$ and therefore $W^{1,p}(\mathbb{R}^n) = W^{1,p}_0(\mathbb{R}^n)$. So in this case, we also have $v \in W^{1,p}_0(\mathbb{R}^n)$.
But in the case $p = \infty$, do we also have $v \in W^{1, \infty}_0(\mathbb{R}^n)$ or just $v \in W^{1, \infty}(\mathbb{R}^n)$?
The problem is that $C_0^\infty(\mathbb{R}^n)$ is not dense in $W^{1,\infty}(\mathbb{R}^n)$. Particularly, a function in $W^{1,p}(\mathbb{R}^n)$ for $1\leq p<\infty$ must decay "far outside".
As an example, choose $v=1$ which is clearly in $W^{1,\infty}(\mathbb{R}^n)$, but does not have a zero trace or is in the completion of $C_c^\infty(\mathbb{R}^n)$ w.r.t. to the $W^{1,\infty}$- norm