Let $E, M$ be connected manifolds and $\pi: E \to M$ a surjective local diffeomorphism with finite fibers. Is $\pi$ necessarily a covering map?
I know that this is true if $E$ is compact, or more generally if $\pi$ is a proper map or, equivalently in this case, a closed map. This is also true if every fiber has the same cardinality (Local Homeomorphism with constant fiber is a covering map).
I tried to mess around with coverings of $S^1$ and $S^1 \times \mathbb{R}$ and modify them slightly to get a counterexample, but I couldn't get it to work: either I'd get infinite fibers or no longer a local diffeomorphism.