I have a reference to the countrary! Spivak's calc on manifolds, page 56: "Problem 3-11 shows that even an open set C may not be Jordan-measurable, so that [itex]\int_Cf[/itex] is not necessarily defined even if C is open and f is continuous."
Jordan-measurable means that the boundary has Lebesgue measure zero. And the set of problem 3-11 is A subset of [0,1] given by a union of open intervals (a_i,b_i) such that each rational number in (0,1) is contained in some (a_i,b_i). Then bd(A) = [0,1]\A and if [itex]\sum (b_i-a_i)<1[/itex], bd(A) does not have measure zero.