Let $U$ be a regular open set in a Tychonoff space $X$ (regular means that it is an interior of a closed set).
[ In my specific situation $U$ is of the form $\operatorname{int} f^{-1}(0)$, where $f$ is a continuous real-valued function on $X$, and $X$ is a Baire space (a sequence of dense open sets has a dense intersection), but I am not sure if it helps. ]
Is there a sequence $\{A_n\}_{n\in\mathbb{N}}$ of closed (in $X$) subsets of $U$ such that $\bigcup_{n\in\mathbb{N}} A_n$ is dense in $U$?
Of course, this is the case if $X$ is perfectly normal (which is equivalent to every open set being $F_{\sigma}$), or separable, but I hope a less restrictive assumption will suffice, e.g. normality.