Lebesgue's differentiation theorem states that if $x$ is a point in $\mathbb{R}^n$ and $f:\mathbb{R}^n\rightarrow\mathbb{R}$ is a Lebesgue integrable function, then the limit of $\frac{\int_B f d\lambda}{\lambda(B)}$ over all balls $B$ centered at $x$ as the diameter of $B$ goes to $0$ is equal almost everywhere to $f(x)$. But if you replace balls with other kinds of set with diameter going to $0$, this need not be true. For instance it need not be true if you replace balls with rectangles.

But my question is, what is known about what collections of sets the Lebesgue Differentiation Theorem holds for in one dimension? We know it holds for bounded intervals. Does it hold for finite unions of bounded open intervals? What about bounded Borel sets? What about bounded Lebesgue measurable sets in general?

Or are all these open problems?