Let $f: \mathcal{M}\rightarrow \mathcal{N}$ be open, continuous and surjective. $\mathcal{M}$ is locally compact and Hausdorff (there exists a compact neighborhood for every point). $\mathcal{N}$ is only Hausdorff. Prove that for every compact set $L\subset \mathcal{N}$ there is a compact $K\subset\mathcal{M}$ such that $f(K)=L$.
I tried taking $K:=f^{-1}(L)$. Then $f(K)=L\cap \text{Im}(f)=L$ as requested. It is a little more troublesome proving $K$ is compact. I know $L$ is closed ($\mathcal{N}$ is Hausdorff) and therefore $K=f^{-1}(L)$ is also closed. Let us take an arbitrary cover for $K$:
$$K\subset \cup_{i\in I}U_i \Rightarrow f(K)=L\subset\cup_{i=1}^n f(U_i)$$
Here we have used $f$ is open and $L$ is compact. Returning to $\mathcal{M}$ one has:
$$K\subset \cup_{i=1}^n f^{-1}f(U_i)$$
This is not very nice because $f^{-1}f(U_i)$ could be larger then $U_i$. I still haven't used the fact $\mathcal{M}$ is locally compact and $K$ is closed. How do I overcome this difficulty?
$\newcommand{\M}{\mathcal{M}}\newcommand{\N}{\mathcal{N}}$Your answer uses some potentially incorrect set equalities and I felt it was a little unclear. This is my rewriting of the same idea. I also make explicit when each hypothesis is used.
Take an LCH space $\M$, a Hausdorff space $\N$ and a continuous open surjection $f:\M\to\N$. Fix a nonempty compact $L\subseteq\N$.
As $f$ surjects, $ff^{-1}(L)=L$ and $f^{-1}(L)$ is nonempty. Every $x\in f^{-1}(L)$ has a compact neighbourhood $K_x$. As $f^{-1}(L)\subseteq\bigcup_{x\in f^{-1}(L)}K_x$ it follows that: $$L\subseteq\bigcup_{x\in f^{-1}(L)}f(K_x)$$Since $f$ is open, each $f(K_x)$ is a neighbourhood of $f(x)$ thus $\{f(K_x):x\in f^{-1}(L)\}$ is a cover of $L$ by neighbourhoods, admitting a finite subcover $\{f(K_x):x\in F\}$ for some finite $F\subseteq f^{-1}(L)$.
$\bigcup_{x\in F}K_x$ is compact as a finite union of compact sets. Because $\N$ is Hausdorff and $L$ is compact, $L$ is closed. Because $f$ is continuous, $f^{-1}(L)$ is closed in $\M$. Because $\M$ is also Hausdorff, $\bigcup_{x\in F}K_x$ is closed. Thus $f^{-1}(L)\cap\bigcup_{x\in F}K_x$ is the intersection of two closed sets, so is closed, and it is also compact since it is a closed subset of the compact set $\bigcup_{x\in F}K_x$.
Then define: $$K:=f^{-1}(L)\cap\bigcup_{x\in F}K_x$$
Trivially $f(K)\subseteq L$. $f(K)\supseteq L$ holds because $\bigcup_{x\in F}f(K_x)$ contains $L$, so any $y\in L$ equals $f(z)$ for some $z\in K_x$ for some $x\in F$, and then $z\in f^{-1}(L)$ will also be true so $z\in K$. Therefore $K$ is a compact subset of $\M$ satisfying $f(K)=L$, as desired.