Open immersions of open manifolds For concreteness, I will work in the category of smooth manifolds, but my question makes sense in topological and PL category as well. Recall that a manifold $M$ is called open if every connected component of $M$ is non-compact. 
Question. Is it true that for every $n$ there exists a compact $n$-dimensional manifold $N^n$ so that every open $n$-dimensional manifold $M^n$ admits an immersion in $N^n$? (In this context an immersion is just a local diffeomorphism.) 
I think that the answer is positive and that the manifolds $N$ are connected sums of products of projective spaces of various dimensions. 
Edit: Igor noted that real-projective spaces are not enough, one should include complex-projective spaces as factors in the products. (The reason I think that products real and complex projective spaces are the right thing to use is that real and complex projective spaces generate rings of unoriented and oriented cobordisms.) 
Some background: As we know very well, not every manifold admits an open embedding in a compact manifold. For instance, the infinite connected sum of 2-dimensional tori does not. However, it is easy to prove that every open surface admits an immersion in ${\mathbb R}P^2$. Whitehead proved that every open oriented 3-dimensional manifold admits an immersion in ${\mathbb R}^3$  (and, hence, to any 3-dimensional manifold). I also convinced myself (although I do not have a complete proof) that every open non-orinentable  3-manifold admits an immersion in ${\mathbb R}P^2\times S^1$.  More generally, every open paralelizable $n$-manifold admits an immersion in ${\mathbb R}^n$. This is a special case of the Hirsch-Smale immersion theory, which reduces existence of immersion from an open manifold to a homotopy-theoretic question about maps of tangent bundles.  
 A: This is the special case announced in the comment. We assume $M$ to be an oriented 4-manifold with the homotopy type of a 2-complex. We prove that $M$ immerses in $\mathbb{C}P^2$.
In the case of compact 4-manifolds with boundary I have a more direct and elementary proof in my paper which does not depend on Phillips' theorem.
Anyway, a bundle map $TM \to T\mathbb{C}P^2$ (needed to apply the theorem of Phillips) can be constructed in this way. Firstly, endow $M$ with an almost-complex structure (which exists by our assumptions). There is a nowhere vanishing vector field on $M$, hence $TM$ splits as a Whitney sum of complex rank 1 bundles $TM = \xi \oplus \varepsilon^1$ with $\varepsilon^1$ trivial and $\xi$ a pullback of the complex universal bundle. By cellular approximation, $\xi$ is a pullback of the canonical bundle $\gamma^1_1$ on $\mathbb{C}P^1$, so $TM$ is the pullback of $\gamma^1_1 \oplus \varepsilon^1$. Now, rank 4 real oriented vector bundles over $\mathbb{C}P^1$ are classified by $\Bbb Z_2$ (via the second Stiefel-Whitney class), hence $T\mathbb{CP}^2_{|CP^1} = \gamma^1_1 \oplus \varepsilon^1$ (as real vector bundles). So $TM$ is a pullback of $T\mathbb{C}P^2$ by a suitable map $M \to \mathbb{C}P^2$ (with values in $\mathbb{C}P^1$).
