The Lojasiewicz theorem says that every semi-algebraic subset of $mathbf{R}^n$ can be triangulated. Moreover, there is a similar statement for pairs of the form (a semi-algebraic set, a closed subset). See e.g. Hironaka, Triangulations of algebraic sets, Arcata proceedings 1974 and references therein (including the original paper by Lojasiewicz).
The case of an arbitrary (not necessarily quasi-projective) complex algebraic variety follows from Nagata's theorem (every variety can be completed) and Chow's lemma (every complete variety can be blown up to a projective one).
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