To say something slightly more productive, open, connected subsets of the plane can be classified completely. This probably does not generalize to higher dimensions. Connected, closed 2-manifolds are also classified. I don't know what can be said about closed, connected sets generally and this also gets vastly more complicated higher dimensions.
Generally, a classification of open subsets or manifolds in a reasonable sense is not possible in higher dimensions since that has something to do with the word problem via algebraic topology, so I wouldn't be surprised if the same holds for connect…