A map is called proper if the pre-image of a compact set is again compact.
In the Differential Forms in Algebraic Topology by Bott and Tu, they remark that the image of a proper map $f: \mathbb{R}^n \to \mathbb R^m$ is closed, adding the comment "(why?)".
I can think of a simple proof in this case for continuous $f$:
If the image is not closed, there is a point $p$ that does not belong to it and a sequence $p_n \in f(\mathbb R^n)$ with $p_n \to p$. Since $f$ is proper $f^{-1}(\overline {B_\delta(p)})$ is compact for any $\delta$. Let $x_n$ be any point in $f^{-1}(p_n)$ and wlog $x_n \in f^{-1}(\overline{B_\delta(p)})$. Since in $\mathbb{R}^n$ compact and sequentially compact are equivalent, there exists a convergent subsequence $x_{n_k}$ of $x_n$. From continuity of $f$: $f(x_{n_k}) \to f(x)$ for some $x$. But $f(x_{n_k})=p_{n_k} \to p$ which is not supposed to be in the image and this gives a contradiction.
My problem is that this proof is too specific to $\mathbb{R}^n$ and uses arguments from basic analysis rather than general topology.
So the question is for what spaces does it hold that the image of a proper map is closed, how does the proof work, and is it necessary to pre-suppose continuity?
First of all the definition of a proper map assumes continuity by convention (I have not come across texts that say otherwise)
Secondly, here is a more general result -
Lemma : Let $f:X\rightarrow Y$ be a proper map between topological spaces $X$ and $Y$ and let $Y$ be locally compact and Hausdorff. Then $f$ is a closed map.
Proof : Let $C$ be a closed subset of $X$. We need to show that $f(C)$ is closed in $Y$ , or equivalently that $Y\setminus f(C)$ is open.
Let $y\in Y\setminus f(C)$. Then $y$ has an open neighbourhood $V$ with compact closure. Then $f^{-1}(\bar{V})$ is compact.
Let $E=C\cap f^{-1}(\bar{V})$ . Then clearly $E$ is compact and hence so is $f(E)$. Since $Y$ is Hausdorff $f(E)$ is closed.
Let $U=V\setminus f(E)$. Then $U$ is an open neighbourhood of $y$ and is disjoint from $f(C)$.
Thus $Y\setminus f(C)$ is open. $\square$
I hope this helps.
EDIT: To clarify the statement $U$ is disjoint from $f(C)$ -
Suppose $z\in U\cap f(C)$ Then there exists a $c\in C$ such that $z=f(c)$. This means $c\in f^{-1}(U)\subseteq f^{-1}(V)\subseteq f^{-1}(\bar V)$. So $c\in C\cap f^{-1}(\bar V)=E$. So $z=f(c)\in f(E)$ which is a contradiction as $z\in U$.