If $X$ is locally compact Hausdorff, then $X$ is regular.
Proof: Suppose that $x$ is some point not in the closed set $C$. Then $x$ is in the open set $C^c$, and $X$ being LCH implies there exists an open set $U$ such that $x \in U \subseteq \overline {U} \subseteq C^c$, where $\overline{U}$ is compact. Taking the complement, we get $C \subseteq \overline{U}^c$, and obviously $U \cap \overline{U}^c = \emptyset$.
Something about this seems fishy, especially since I never used the fact that $U$ has compact closure.
For completeness, we know:
Theorem 29.2: Let $X$ be Hausdorff. Then $X$ is locally compact if and only if given $x\in X$, and given a neighborhood $U$ of $X$ there is a neighborhood $V$ of $x$ such that $\overline V$ is compact and $\overline V\subseteq U.$
Given that you know Theorem 29.2, then what you are using for local compactness is just that $U$ exists such that $\overline{U}\subseteq C^c.$
While you aren't using that $\overline U$ is compact, it is not true in general that $U$ exists if you don't have local compactness of $X.$
Indeed, "regular" can be seen as equivalent to:
So Theorem 29.2 is stating that, for Hausdorff spaces, local compactness is a stronger form of this definition, with the added requirement that $\overline{U}$ is compact. The proof of 29.2 contains all the hard work.
(Correction: Contrary to my claim in prior versions of this document, this can all proceed "at $x$," rather than requiring global properties. Here's the outline.)
Interestingly, if we define "Hausdorff," "locally compact," and "regular" at a point as:
and:
and:
Then we get the following version of $29.2$: