$$ \newcommand{\R}{\mathbb{R}} \newcommand{\geu}{g_{\text{Eu}}} \newcommand{\X}{\mathcal{X}} \newcommand{\iX}{\mathring{\X}}$$
Let $\X$ be a closed bounded convex set in some Euclidean space. Its relative interior $\iX$ is a non-compact bounded contractible smooth manifold; endow it with some Riemannian metric $g$.
Let $N: \iX \hookrightarrow \R^n$ be a Nash embedding, i.e. an isometric embedding of $\iX$ in a sufficiently large Euclidean Riemannian manifold $(\R^n, \geu)$ (which always exists). So $N(\iX)$ is a non-compact contractible Riemannian submanifold of $(\R^n, \geu)$, with $g = N^*\geu$.
Is it in general possible to find a compact submanifold $(\R^n, \geu)$ containing $N(\iX)$?
As an example, consider the following case:
$\X = \{x \in \R^2: x_1 + x_2 = 1, x_1 \geq 0, x_2 \geq 0\}$ is the standard simplex in $\R^2$; its relative interior $\iX$ is a segment without endpoints in $\R^2$, so a 1-dimensional non-compact bounded contractible smooth manifold.
Endow the positive orthant of $\R^2$ with the following metric
$$g(x) = \frac{1}{x_1} dx^1 \otimes dx^1 + \frac{1}{x_2} dx^2 \otimes dx^2$$ and let $\iX$ inherit this metric from the ambient space.
Consider the following diffeomorphism of the positive orthant onto itself:
$$N(x) = 2\sqrt{x}$$ It's easy to check that $N: (\iX,g) \hookrightarrow (\R^2, \geu)$ is a Nash embedding, and that the image of $\iX$ under $N$ is the portion of the 1-sphere $S^1$ lying in the positive orthant. Thus, the 1-sphere $S^1$ is a compact manifold that contains $N(\iX)$.
The metric used in this example is known as Shahshahani metric [1]; the Nash embedding is due to Akin [2].
[1] 1. Shahshahani, S. A New Mathematical Framework for the Study of Linkage and Selection. (American Mathematical Soc., 1979).
[2] 1. Akin, E. The differential geometry of population genetics and evolutionary games. in Mathematical and Statistical Developments of Evolutionary Theory 1–93 (Springer Netherlands, 1990).