${\bf Global\ Approximation\ Theorem}$(251 page inEvans's PDE book) : If $U$ is ${\bf bounded}$ in ${\bf R}^n$, then for $u\in W^{k,p}(U)$, there exists $u_n \in C^\infty (U)\cap W^{k,p}(U)$ such that $$u_n \rightarrow u\ in\ W^{k,p}(U)$$
For the proof, we used partition of unity argument. But I cannot understand why we need the assumption of boundedness.
Proof : First recall that fact,
$$ u^\epsilon \rightarrow u \ in \ W^{k,p}(V)$$ where $V$ has compact closure and $u^\epsilon =\eta_\epsilon\ast u$.
For the convenience we let $U={\bf R}^n$ and $V_i$ to be an open ball $B(i,0)$.
On $ U_i=V_{i+3} - V_{i+1}$ we can have subordinate partition of unity :
$$ f_i \in C_c^\infty(U_i) $$
Hence $$ f_i u\in W^{k,p}(U) $$ If $u^i = (f_iu)^{\epsilon_i}$ then $$ |u^i - f_iu|_{W^{k,p}(U) }< \frac{\delta }{2^{i+1}} $$ for small $\epsilon_i$.
Hence for any compact set $V$ in $U$ since $u=\sum f_iu$, $$ |\sum_{i=1}^\infty u^i - u|_{W^{k,p}(V)} \leq \delta$$