The Warsaw circle is a compact subset of the plane produced by “closing up” a topologist’s sine curve with an arc: Wikipedia.
The example shows the TikZ native plotting, without pgfplots, and a Bezier curve.
\documentclass[tikz,border=10pt]{standalone}\begin{document}\begin{tikzpicture}\draw plot[domain=0.01:1, samples=5000] (\x,{sin(1/\x r)});\draw (0,1) -- (0,-1);\draw (1,{sin(1 r)}) .. controls (4,{sin(1/4 r)-1.2}) and (0,-3) .. (0,-1);\end{tikzpicture}\end{document}