This question arose while I was reading Helgason's book on symmetric spaces. In chapter IV section 5, one can read the following:
Let $M$ be a Riemannian manifold, $p$ a point in $M$. In general it is impossible to find any neighborhood $N$ of $p$ which can be extended to a complete Riemannian manifold $\tilde{M}$.
To me this is very surprising. This means that there are local "obstructions" to the existence of a complete extension, so the completeness of a manifold $M$ impacts its local geometry.
My first thought was that locally, say in a chart $B(0,\varepsilon)\subset \mathbf{R}^n\to M$, the metric doesn't vary to much from its value at $p$. So maybe we can extend it to a metric on $\mathbf{R}^n$ using partitions of unity and we should be able to ask that the metric is the standard metric outside a ball $B(0,\varepsilon+r)$. If this is possible I guess it would give a complete metric on $\mathbf{R}^n$ (here I'm probably wrong).
But apparently this is not going to work. Hence my question is:
What are some examples of manifolds $M$ and point $p$ of $M$ such that no neighborhood of $p$ can extend to a complete manifold ?
From Helgason's book I know that locally symmetric spaces have these neighborhoods that extend to a complete manifold.
Any kind of help will be greatly appreciated.
EDIT : In fact the argument of partition of unity works in the $C^\infty$ category. However it doesn't work if everything is assumed to be real-analytic, which seems to be the what Helgason does implicitly. So I am still interested in a detailed example in the case where everything is real analytic.