Following the classical definition (made prominent by Thurston, I believe, but correct me if I am mistaken) we define a geometry to be a pair $(M,G)$, where
1) $M$ is a smooth and $1$-connected (i.e, connected and simply-connected) manifold,
2) $G \subset Diff(M)$ (endowed with the compact-open topology), such that the induced action of $G$ on $M$ is transitive and for some (then any) $x \in M$, the stabilizer $G_x \subset G$ is a compact subgroup.
3) There is a subgroup $H \subseteq G$, acting cocompactly, freely and properly discontiuously on $M$. This is equivalent to saying that the action of $H$ on $M$ is that of a covering group and the quotient $H / M$ is compact.
We say that two geometries $(M,G)$ and $(M',G')$ are equivalent is there is a diffeomorphism $\phi: M \to M'$, such that the obvious induced homeomorphism $\phi_*: Diff(M) \to Diff(M')$, maps $G$ homeomorphically onto $G'$.
Under this relation, the collection of equivalence classes of geometries form a set, equipped with a natural order $\subseteq$, so that $[(M,G)] \subseteq [(M',G')]$ if there are respective representatives $(M,G)$ and $(M',G')$ and a diffeomorphism $\psi: M \to M'$, such that $\psi_*(G) \subseteq G'$. With this in mind, define a model geometry (or maximal geometry) to be a class of geometries that is not properly contained in any other class of geometries with respect to the above define order.
My question is now the following, as stated in the title: Is every geometry contained in a maximal geometry ?
At least to me, this situation doesn't seem suitable for applying Zorn's Lemma: There is neither an obvious upper bound for a chain of geometries, nor is it clear whether the order is even antisymmetric (although it clearly does satisfy both reflexivity and transitivity). However, without the help of Zorn's Lemma, i cannot see a way to give an affirmative answer to this question. Moreover, all geometries I know are contained in a maximal geometry. Does anyone have a (positive, negative) answer to this question ? If it is negative, I am very interested in an explicit example of a such a geometry.
Yes, there is always a maximal geometry. Here are two key facts which one can use to prove the claim:
$G_x$ acts faithfully on $T_xM$, hence, there is a natural embedding $G_x\to GL(n, {\mathbb R})$, $n=dim(M)$. (Hint: Put a $G_x$-invariant Riemannian metric on $M$.)
$GL(n, {\mathbb R})$ contains a (unique up to conjugation) compact subgroup $O(n)$ containing (up to conjugation) any other compact subgroup.