Let $R$ be a regular local ring and let $P$ be a prime ideal of height $h$ in $R$. Is it always the case that $P$ contains a regular sequence of lenght $h$?
This is clear if $h$ is $0,1$ or $\dim R$.
Since $R$ is regular, the localization $R_P$ is regular local of dimension $h$, and thus contains an $R_P$-regular sequence $f_1,\dots,f_h$, which can be chosen to live in $R$. However, it is a priori not clear that $f_1,\dots,f_h$ is a regular sequence in $R$.