Compactification of a manifold This is just a curiosity and the question is really foggy. I'm wondering if there can exist a notion of "minimal smooth compactification" (when I say minimal I think something like adding a finite number of points or at least cells of dimension less than than the dimension of manifold) for a smooth non-compact manifold, in this sense: if the one point compactification of the manifold is smooth and the embedding is smooth, we are done; but what if the one point compactification is singular? Can I embed the manifold in a "minimal" compact manifold of the same dimension?   
 A: What do you want to do with an open annulus in the plane? Already open subsets of the plane may need infinitely many points added to compactify them in a sensible way.
A: A "surface of infinite genus" $S$ is an example of a manifold that is not an open subset of a compact manifold.
The reason $S$ cannot be embedded in a compact manifold is straightforward: we can find simple closed curves $a_1 , b_1 , \ldots , a_n , b_n , \ldots $ on $S$ such that, for each positive integer $g$, the curves $a_1 , b_1 , \ldots , a_g , b_g$ form a standard basis for a surface of genus $g$.  Thus, considering the product in homology of the classes of these curves, we deduce that they are independent.  If $S$ were an open subset of a compact manifold $M$, the same argument would imply that the images of the curves constructed above would also be independent in the homology of $M$. This contradicts the fact that the homology of the compact manifold $M$ is finite dimensional.
Observe that this example is not particularly different from the example of the complement in the complex plane of the integers.  Indeed, $S$ can be realized as the double cover of $\mathbb{C}$ branched along the integers.
