In Chapter 0 of Hatcher's Algebraic Topology book, it is proven that CW pairs $(X,A)$ have the homotopy extension property (pg 15- I would include an image, but I don't have enough reputation to do that).
What I don't understand is the "infinite concatenation of homotopies" part. If we have deformation retractions $F_n:A_n\times [2^{-n-1},2^{-n}]\to B_n$, $A_n\subseteq A_{n+1}$,$B_n\subseteq B_{n+1}$ then how does one get a deformation retraction $F:\cup_nA_n\times I\to \cup_nB_n$ (assuming that the union has the weak topology induced by the inclusions of the $A_n$). The problem is that $\cup_n(A_n\times [2^{-n-1},2^n])$ does not cover $\cup_nA_n\times I$, so we can't glue the $F_n$s into $F$. I thought $F(x,t)$ should be defined by $F_n(x,t)$ where $n$ is the smallest integer for which $x\in A_n$, but then one does not need to take the $F_n$s on the intervals $[2^{-n-1},2^{-n}]$