A map is called proper if the pre-image of a compact set is again compact.
In the Differential Forms in Algebraic Topology by Bott and Tu, they remark that the image of a proper map $f: \mathbb{R}^n \to \mathbb R^m$ is closed, adding the comment "(why?)".
I can think of a simple proof in this case for continuous $f$:
If the image is not closed, there is a point $p$ that does not belong to it and a sequence $p_n \in f(\mathbb R^n)$ with $p_n \to p$. Since $f$ is proper $f^{-1}(\overline {B_\delta(p)})$ is compact for any $\delta$. Let $x_n$ be any point in $f^{-1}(p_n)$ and wlog $x_n \in f^{-1}(\overline{B_\delta(p)})$. Since in $\mathbb{R}^n$ compact and sequentially compact are equivalent, there exists a convergent subsequence $x_{n_k}$ of $x_n$. From continuity of $f$: $f(x_{n_k}) \to f(x)$ for some $x$. But $f(x_{n_k})=p_{n_k} \to p$ which is not supposed to be in the image and this gives a contradiction.
My problem is that this proof is too specific to $\mathbb{R}^n$ and uses arguments from basic analysis rather than general topology.
So the question is for what spaces does it hold that the image of a proper map is closed, how does the proof work, and is it necessary to pre-suppose continuity?