Using Alexander duality, you can show that the Klein bottle does not embed in $\mathbb{R}^3$. (See for example [Hatcher's book Chapter 3](http://www.math.cornell.edu/~hatcher/AT/ATch3.pdf) page 256.) Is there a more elementary proof, that say could be understood by an undergraduate who doesn't know homology yet?



Why can't the Klein bottle embed in $\mathbb{R}^3$?
If you are willing to assume that the embedded surface $S$ is polyhedral, you can prove that it is orientable by an elementary argument similar to the proof of polygonal Jordan Theorem. Of course the proof is translation of a homology/transversality/separation argument.


Fix a direction (nonzero vector) which is not parallel to any of the faces. For every point $p$ in the complement of $S$, consider the ray starting at $p$ and goint to the chosen direction. If this ray does not intersect edges of $S$, count the number of intersection points of the ray and the surface. If this number is even, you say that $p$ is black, otherwise $p$ is white. If the ray intersects an edge of $S$, you paint $p$ the same color as some nearby point whose ray does not intersect edges. It is easy to see that the color does not change along any path in the complement of $S$ (it suffices to consider only polygonal paths avoiding points whose rays contain vertices of $S$).


Now take points $p$ and $q$ near the surface such that the segment $pq$ is parallel to the chosen direction. Then they are of different colors. But if the surface is non-orientable, you can go from $p$ to $q$ along a Mobius strip contained in the surface. This contradicts the above fact about paths in the complement of $S$.


