Let $u$ be a harmonic function on some open set $\Omega\subset\mathbb{R}^{n}$ and $u\in L^{p}\left(\Omega\right)$. Is there any reference on extending $u$ to harmonic function on a larger open set $\Omega'$ and to be from $L^{p}\left(\Omega'\right)$?

$\begingroup$ What about $\log r$ on $R^2\setminus\{0\}$? $\endgroup$ – Otis Chodosh Mar 1 '14 at 17:41

$\begingroup$ In general, a harmonic function in any $L^p$, even with $p=\infty$ does not extend to a larger open set. $\endgroup$ – Alexandre Eremenko Mar 1 '14 at 17:54

$\begingroup$ Where can I find that? I need only the case $1\leq p<\infty$. $\endgroup$ – Alem Mar 1 '14 at 21:11
For every $n$ and for every regular region (in the sense of Dirichlet problem), it is easy to construct a harmonic function in $L^\infty$ that does not extend to any larger open set. Just solve the Dirichlet problem with a continuous nowhere differentiable boundary data.
If the boundary has irregular points, for example an isolated point, such extension is sometimes possible, depending on $n$ and $p$. One can make an exact statement about $n$ and $p$ for this kind of "removable singularity theorem", if this is what you really want. For example, if $p=\infty$, closed sets of zero capacity are removable, but closed sets of positive capacity are not.