I am teaching a course in basic differential topology, and, following e.g. Milnor, I defined functions of class $C^k$ on subsets of the Euclidean space $\mathbb{R}^n$ as follows.
Let $f\colon X\to \mathbb{R}$ be a function, where $X\subseteq \mathbb{R}^n$. Then $f$ is of class $C^k$ if for every point $x_0\in X$ there exist an open neighbourhood $U$ of $x_0$ in $\mathbb{R}^n$ and a function $F\colon U\to\mathbb{R}$ of class $C^k$ such that $f|_{X\cap U}=F|_{X\cap U}$.
A student in the audience asked the following question:
Is it true that a function $f\colon X\to\mathbb{R}$ is $C^\infty$ if and only if it is $C^k$ for every $k\in\mathbb{N}$? (The ``only if'' statement of course is trivial). Well, I was not able to answer to the question...