Is an inﬁnite union of context-free languages always context-free?
The union of infinitely many context-free languages may not be context free. In fact, the union of infinitely many languages can be just about anything: let $L$ be a language, and define for every $l \in L$ the (finite) language $L_l = \{ l \}$. The union over all these languages is $L$. Finite languages are regular, but $L$ may not even be decidable (and thereby definitely not context-free).

The closure properties of context-free languages can be found on Wikipedia.