$ \newcommand{\bR}{\mathbb{R}} \newcommand{\eps}{\epsilon} \newcommand{\bN}{\mathbb{N}} $ For a subset $O$ of $\bR$ and $\eps >0$, we define the $\eps$-neighborhood of $O$ as $$ \{x \in \bR : \exists y \in O \text{ such that } |x-y| < \eps \} . $$
Then I come up with the following result:
Lemma Let $(O_n)$ be a sequence of open subsets of $\bR$ such that $O_{n+1} \subset O_n$ for all $n \in \bN$. We also assume that $1_{O_n} \to 0$ pointwise everywhere as $n \to \infty$. Let $B_n$ be the $\frac{1}{n}$-neighborhood of $O_n$. Then $1_{B_n} \to 0$ pointwise everywhere as $n \to \infty$.
Proof From this thread, any open subset of $\bR$ is a countable union of disjoint open intervals. Thus we can safely assume that $O_n$ is an open interval. The claim then follows easily.
I would like to ask if above result holds for $\bR^d$. Thank you for your elaboration.