Yes. A well-known example is the function defined as:
f(x) =
* 1, if x is rational
* 0, if x is irrational
Since this function has infinitely many discontinuities in any
interval (it is discontinuous in any point), it doesn't fulfill the
conditions for a Riemann-integrable function. Please note that this
function IS Lebesgue-integrable. Its Lebesgue-integral over the
interval [0, 1], or in fact over any finite interval, is zero.