This question is inspired by another question of mine, a few years ago. In that question, I asked whether we could "fill a Klein bottle with four-dimensional water". Ultimately, what I think I wanted to ask is whether a Klein bottle embedded into $\mathbb R^4$ (by Whitney) defines a four-dimensional "volume" to be occupied by four-dimensional "water droplets".
My intuition says that this is not possible, since the analogy in three dimensions (a curve, codimension = 2) do not define a volume "to be filled". However, a surface embedded into three-dimensional space can define a volume (codimension = 1). Likewise, in the plane, we have Jordan's curve theorem that says that a sufficiently nice curve embedded into the plane (i.e. a simple closed curve) defines a bounded region called the interior of the curve (codimension = 1).
So it seems that we have a similar result if the codimension is 1. I am curious about higher-dimensional results, and I think I have arrived at the proper-ish formalization of this problem:
Suppose $\mathcal M$ is a closed connected $m$-dimensional manifold. Is there a closed $(m+1)$-dimensional (connected) manifold $\mathcal N$ such that $\partial \mathcal N = \mathcal M$?
In Jordan's curve theorem, the curve is the boundary of the interior. In three-dimensional space, it is intuitive to think about a nice enough surface defining an interior volume. What is lacking from my formalization is how the notion of a simple curve generalizes in the manifold setting. How do I modify my statement to include this property? Is this generalization even something that holds true in higher dimensions?
I vaguely remember theorems about this when I studied differential topology and bordisms for my master's thesis, but I could not find a theorem that answered my question in the positive.