Let $n\geq3$ and consider the annulus-like domain $A=B(0,1)\setminus B(0,r)\subset\mathbb R^n$. Take any number $p\in[1,\infty]$. If $f\in L^p(A)$, is it true that $f|_{P\cap A}\in L^p(P\cap A)$ for almost every two dimensional subspace $P$ of $\mathbb R^n$?
Note that all the spaces $P$ go through the origin, so we are not slicing the domain with parallel planes. If $A$ is replaced with the ball $B(0,1)$, the claim is false in general because the function can be concentrated near the origin. For example, the function $f(x)=|x|^{-n+1/2}$ is in $L^1$ but it is not $L^1$ restricted to any proper subspace (intersected with the ball). The Grassmannian of two dimensional subspaces of $\mathbb R^n$ is a compact, smooth manifold and we can equip it with any Riemannian metric; null sets don't depend on the choice of the metric.
Here are some incomplete ideas of mine for proving this, but I feel there should be a more direct proof or at least some theorems that I could use to justify my arguments:
It seems possible that this could be done sphere by sphere. For a function $f\in L^p(A)$ we have $f|_{S_r}\in L^p(S_r)$, where $S_r=\partial B(0,r)$ is the sphere, for almost every $r$ (a proof can be found in this MSE question). It should be enough if we can answer the original question with $A$ replaced with the sphere $S_1$: If we have an $L^p$ function on the sphere, is its restriction to almost every great circle in $L^p$? Let $T_1S_1$ be the unit tangent bundle of $S_1$, and denote the projection by $\pi:T_1S_1\to S_1$. For $f\in L^p(S_1)$ we have $\pi^*f\in L^p(T_1S_1)$ (the bundle is locally a product so measurability of $f$ implies that of $\pi^*f$). The space $T_1S_1$ is nicely foliated by great circles with unit speed parametrization, so a Fubini-type theorem should give the desired result.
For a continuous function $f:\bar A\to\mathbb R$ we have $$ \int_A |f|^p=\int_G\left(\int_P K|f|^p\right)dP, $$ where $G$ denotes the Grassmannian of two-planes and $K:A\to(0,\infty)$ is the radial function $K(x)=c|x|^{n-1}$. The constant $c\in(0,\infty)$ could be calculated explicitly, but it is irrelevant for the argument. If one can argue that the same identity must hold for $f\in L^p$ as well, the desired conclusion follows.
As felipeh noted, the problem reduces to $p=1$ by replacing $f$ with $g = |f|^p$. (The case $p=\infty$ should be treated separately.)
Also, the annulus can be replaced by the sphere $S^{n-1}$. Indeed, define a function $h$ on the unit sphere by $h(\xi) = \int_r^1 g(t\xi)\,dt$. Then $h\in L^1(S^{n-1})$, with a norm comparable to $\|g\|_{L^1(A)}$ because the factor of $\rho^{n-1}$, coming from integration in spherical coordinates, is between $r^{n-1}$ and $1$ and can be safely omitted. Also, the integral of $h$ over a circle is comparable to the integral of $g$ over the corresponding plane, for the same reason.
With the above (optional) simplifications in mind, one can proceed as follows. Let $G$ be the space of circles (identified with $2$-planes) equipped with normalized (meaning total mass $1$) Grassmannian measure. Define $F:G\times [0,2\pi]\to S^{n-1}$ so that $F(C,\theta)$ is the point on circle $C$ with polar angle $\theta$, as measured from the point of $C$ with the maximal $x_1$ coordinate, initially moving in the direction of the increasing $x_2$ coordinate. These are pretty arbitrary choices to ensure we have a Borel measurable map. It's not defined on some exceptional circles, but those have zero measure in $G$.
Equip the product space $G\times [0,2\pi]$ with the product $\mu$ of normalized measures on $G$ and $[0,2\pi]$. The key point is that the pushforward of this product measure under $F$ is rotation-invariant, by design of $F$. Therefore, this pushforward is the normalized Lebesgue measure $\lambda$ on $S^{n-1}$, as it's the only normalized rotation-invariant measure on the sphere.
The definition of pushforward measure implies $\int_{S^{n-1}} h\,d\lambda = \int_{G\times [0,2\pi]} h\circ F\,d\mu$. Therefore, $h\circ F$ is integrable on $G\times [0,2\pi]$, which implies $h$ is integrable on a.e. circle.
Returning to $p=\infty$: in this case, $|f|$ is bounded outside of a null set $N$. Apply the above to $h=\chi_N$.