Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 121 / 3 / b / Solution

A uniform example is $\boxed{A=\kappa \setminus \{\omega \}}$. It contains the final segment $[\omega +1,\kappa )$, a club set. Therefore $A$ belongs to the club filter. Every two club sets in a regular uncountable cardinal intersect: alternately choose larger points from each and take the countable supremum, which remains below $\kappa$ and lies in both by closure. Hence every member of the club filter is a stationary set, so $A$ is stationary.

However, every finite ordinal belongs to $A$, and their increasing supremum $\omega$ does not. Thus $A$ is not closed and is not a club set. This is a stationary nonclosed member of the club filter for every regular uncountable $\kappa$.