A problem is bugging me many years after I first met it:
Prove that any closed subset of $\mathbb{R}^2$ is the boundary of some set in $\mathbb{R}^2$.
I have toyed with this problem several times over the last 20 years, but I have never managed to either prove it, or conversely prove that the question as posed is in some way wrong.
I can't remember which book I found the question in originally (but I am pretty sure that is exactly the question as it appeared in the book).
Any help, with either the topology or the source would be gratefully received!