Recall that a map $f: X \to Y$ between topological spaces is called proper if, for every compact $K \subseteq Y$, $f^{-1}(K)$ is compact.
It strikes me that this definition is unlikely to be useful if $Y$ doesn't have "enough" compact subsets. And it's likely to be "too restrictive" if $X$ doesn't have "enough" compact subsets.
This is born out in the intuitive picture (cf. wikipedia) which says that if $f: X \to Y$ is proper, and $\{x_i\}$ is a sequence which "escapes to infinity" in the sense that any compact $K \subseteq X$ contains at most finitely many of the $x_i$'s, then the sequence $\{f(x_i)\}$ escapes to infinity in the same sense. This notion could be modified to use nets instead of sequences, but it would still be the wrong notion of "escape to infinity" in a non-locally-compact space -- for example, in this sense an orthonormal basis of $\ell_2(\mathbb{N})$ "escapes to infinity". So this intuitive picture really only works for locally compact spaces, where it essentially says that $f$ extends to a map between 1-point compactifications sending $\infty$ to $\infty$.
Hence the question: is the notion of a proper map useful when one is working with non-locally-compact spaces? For example, are there any interesting theorems whose hypotheses ask that a map be proper without asking that the spaces involved be locally compact? If not, is there some sort of "substitute" notion which does work well for spaces that are not locally compact? (It would be nice, but not necessary, for such a substitute notion to agree with properness on locally compact spaces.)