Let $X$ be a Banach space, $A$ is a compact subset of $X$, $U$ is an open set containing $A$.
Question: Does there exist a relatively compact open set $V$, such that $A \subset V \subset \overline{V} \subset U$?
If, moreover, $X$ is locally compact, then the answer is definitely yes. But the local compactness is too strong for a Banach space, since all locally compact Banach spaces must be finite dimensional...
No compact set in an infinite dimensional Banach space can have non-empty interior.
So no non-empty open set can be relatively compact.
These are standard results: local compactness implies finite-dimensionality and even one compact set with non-empty interior implies (by homogeneity) that all points have compact neighbourhoods and thus the space is locally compact.