It's comparatively unlikely, but there are circumstances where this type of thing can be true. Because income tax is not the only factor that matters. For example, you might get put on too high an income to qualify for some sort of tax rebate or welfare programme. Or you might start qualifying for an additional tax that isn't applied marginally.

As one specific example, in Australia we have the Medicare Levy Surcharge, which you pay if your income is above a certain threshold and you're above a certain age and don't have private health insurance. If those conditions are met, it applies to all your income. It's a small enough surcharge (ranging from 0% to 1.5%, with 1% and 1.25% steps in non-marginal brackets in between) that there are almost no practical circumstances that you'd actually end up worse off taking a raise, but it is at least theoretically possible.