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The main results are:  Theorem. Suppose \\(1<p<\\infty\\), then  \\[ \\bigcup_{w\\in A_p} L^p_w(\\mathbb R^n)=\\mathcal M_{A_1}(\\mathbb R^n)\\cap\\Big(\\bigcup_{w\\in A_1} L^1_w(\\mathbb R^n)\\Big), \\]  where \\(\\mathcal M_{A_1}\\) is the set of all measurable functions possessing an \\(A_1\\) majorant, i.e., \\(f \\in \\mathcal{M}_{A_1}\\) if exists \\(w \\in A_1\\) such that  \\[  |f|\\leq w. \\]   Theorem. Suppose \\(1<p<\\infty\\) then  \\[ \\bigcup_{w\\in A_p}L^p_w(\\mathbb R^n)=\\bigcup\\{X:M\\in \\mathcal B(X) \\cap \\mathcal B(X')\\}, \\]  where the second union is over all Banach function spaces such that the Hardy-Littlewood maximal operator is bounded on \\(X\\) and \\(X'\\).  The paper ends with the following open problems: {\\parindent=0.7cm \\begin{itemize}\\item[--] Let \\(A_p^*=\\bigcap_{q>p}A_q\\). Is there a characterization of the union  \\[ \\bigcup_{w\\in A_p^*}L^p_w? \\]  In the local case we have  \\[ \\bigcup_{w\\in A_p^*}L^p_w(Q)\\subset \\bigcap_{s<p}\\bigcup_{r>s}L^r(Q)=\\limsup_{r\\to p^-} L^r(Q). \\]  Are these two sets equal?  \\item[--] It is well known that  \\[ L^1\\cap L^\\infty \\subset \\bigcap_{1<p<\\infty} L^p\\subset \\bigcup_{1<p<\\infty} L^p \\subset L^1+L^\\infty. \\]  When can we write a function as the sum of a function in \\(\\mathcal M_{A_1}\\) and \\(\\bigcup_{w\\in A_1}L^1_w\\)? That is, what conditions on a function guarantee it belongs to \\(\\mathcal M_{A_1}+\\bigcup_{w\\in A_1}L^1_w\\)? \\item[--] What can one say about  \\[ \\bigcup_{w\\in A_p} L^{p,\\infty}_w? \\]  If \\(w\\in A_1\\) and \\(p>1\\) then \\(M\\in \\mathcal B(L^{p,\\infty}_w)\\), so for \\(p>1\\)  \\[ \\bigcup_{w\\in A_1} L^{p,\\infty}_w\\subset \\mathcal M_{A_1}. \\]  \\item[--] Do these results transfer to more general domains? It is possible to consider a general open set \\(\\Omega\\) as our domain of interest.   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