There is a proof of Mittag-Leffler's theorem with an explicit construction of a holomorphic function with the prescribed poles with prescribed order and residues, for a countable discrete set of points. I do not remember the reference; but my memory from my graduate course is that one defines a series sum and make certain adjustments. I was never quite good in this type of processes; so I am facing problem with the following exercise, which is nagging me for a long time. I thought of using Math Overflow with the hope that somebody can help me out.

Now I want to prove that every open set in the complex plane is now a domain of holomorphy. We take the boundary $\partial \Omega$ of the open set $\Omega$, and we take a countable dense sequence of points $z_i$ in $\partial \Omega$. If we are able to construct a series sum with poles at $z_i$, but so that it converges absolutely and uniformly on every compact set in the interior of $\Omega$, then we are done.

I would be most grateful if somebody can show me how to do the above.

connected. Otherwise, a locally analytic function whose domain is not connected is by convention generally not thought of a a single analytic function. (Even when it is everywhere defined by a single series, such as in Josh Shadlen's elegant answer below.) Such a function can, for instance, violate the permanence principle. There are some fascinating examples of such functions in Hille's Analytic Function Theory, vol. II. – Daniel Asimov Jun 1 '10 at 20:38