I'm dealing with a counter-example. Specifically, let $E = \cap_{k=1}^{\infty}E_k$ and $E_{k+1} \subset E_k$. We have
$$m(E) = \lim_{n \to \infty} m(E_n)$$
only if $m(E) < \infty$. My book says $E_n = (n, \infty)$ is a counter-example when $m(E)$ is not less than $\infty$. $E = \cap_{n=1}^{\infty}E_n$ is empty so it has measure zero. Then what is $\lim_{n \to \infty} m(E_n)$? The way that I think about it is that you need to cover $\lim_{n \to \infty} E_n$ with $(\infty, \infty)$, and the measure of $(\infty, \infty)$ is $\infty$? Is that correct?
Let $M>0$ be arbitrary. Then $m(E_n) > m((n, n+M)) = M$. Since this is true for any $n$,
$$\lim_{n\to\infty} m(E_n) =\infty$$