Let $f_n,f:\mathbb R^d\to[0,\infty)$ with integral $1$ over $\mathbb R^d$. Suppose that $$ \int_{\mathbb R^d}\phi(x)\,f_n(x)\,d x\,\to\,\int_{\mathbb R^d}\phi(x)\,f(x)\,d x $$ as $n\to\infty$ for all $\phi:\mathbb R^d\to\mathbb R$ continuous and bounded.
Can I say that there exists a strictly increasing sequence $(m_n)_{n\in\mathbb N}$ such that $$f_{m_n}(x)\to f(x) \textrm{ for a.e. }x\in\mathbb R^d$$ as $n\to\infty$?
I know this would be the case for convergence in total variation, since it is equivalent to convergence of densities in $L^1$ and so there exists a subsequence which is convergent almost everywhere. Is weak convergence sufficient?