There is the nice theorem that the union of a locally finite collection of closed sets is closed. Are there known any other natural conditions on a collection of closed sets which imply this?
There are collections of closed sets with closed unions which are not themselves locally finite. For example, take the singleton subsets of $\mathbb{R}$. Therefore "locally finite" cannot be the best possible condition in the sense that any other condition implying the closed union condition implies it.