Given a continuous seminorm p on a Hausdorff locally convex space X and nonempty subsets A, B of X, let Proximal(B;A) (resp. Prox(A,B)) denote the set of p-proximal points of B in A (resp. the set of ordered pairs of p-proximal points of the pair (A,B)). In this article we identify suitable familiesA,Bof nonempty subsets of X and natural topologies on them with a view to study continuity properties of B →Proximal( B;A) and (A,B) →Prox(A,B). This leads us to obtain a best approximation result and a coincidence theorem for multifunctions defined on non-compact sets.