I have seen a theorem in my lecture notes without proof. It says:
If $X$ is a locally compact Hausdorff and second countable space, then it can be written as a nested sequence of compact subsets of $X$.
I could write $X$ as a union of compact sets because for every $x\in X$, there is a basis element and a compact set name $B_{n}$ and $C$ such that $x\in B_{n} \subseteq C_{n}$. Moreover, $X$ can be written as a union of disjoint compact sets by taking all finite intersections of them. How it can be written as a nested sequence of compact sets?