Counterexample to Bolzano-Weierstrass in infinite dimension From Bolzano-Weirerstrass we can demonstrate that in a normed vector space $E$ of finite dimension, every bounded sequence admits a limit point.
What are some counterexamples in infinite dimension? Does there exist a counterexample in every infinite dimensional normed space?
I believe this one works: Let $E$ be the space of sequences of real numbers with finite support, equipped with the norm $\| (a_k)_{k \in  \mathbb{N} } \|=\sup |a_k|$. Then take define the sequence $(s_n)$ as follows: $s_n$ is the sequence whose $n$th term is $1$ and every other term is $0$. Then $(s_n)$ is bounded, and we can easily show that it has no limit point.

Yes. A normed vector space satisfies the Bolzano-Weierstrass property (i.e. any bounded sequence has a convergent subsequence) if and only if it is of finite dimension. This means there is a counterexample in any infinite dimensional normed vector space.
I only found the german Wikipedia article for this result (Riesz's compactness theorem), but it uses Riesz's lemma to proof it. I think the proof of the relevant direction might work something like this:
Proof. 
Let $X$ be an infinite dimensional normed vector space.
Choose some $s_0\in X$ with $\|s_0\|=1$. For any $i\in \Bbb N$ we can define $U_i:=\mathrm{span}(s_0,...,s_{i-1})\subseteq X$ as a closed proper subspace. By the lemma of Riesz there exists $s_{i}\in X- U_i$ with $\|s_i\|=1$ and 
$$d(s_{i},U_i):=\inf_{s\in U_i}\|s-s_{i}\|\ge 1/2.$$ 
The so built sequence is bounded, but no subsequence can be Cauchy, hence not convergent. $\square$
