Here I prove that it does not matter whether we consider only connected dominoes or not, as there was a lot of discussion about it.
Suppose that the original polyomino, P, is d dimensional. We will construct a 2d dimensional connected polyomino, Q, that can be tiled with P. Clearly, this proves the statement, as if it is impossible to tile any space with P, it is also impossible to do so with Q.
Denote a large enough d dimensional brick that contains P by R. Take the 2d dimensional polyomino P x R, so here every original cube of P is replaced by a 2d brick, 1 x R. Note that P x R is contained in an R x R brick. Fill in the missing parts of this R x R brick by 1 x P polyominos. Notice that this means that R x P will be also filled up completely. This polyomino, Q, will be connected, as we can freely move anywhere in the first d coordinates in R x P and in the last d coordinates in P x R.
Note: The complement of the set obtained this way is R\P x R\P. If we repeat this, then it can be achieved that our polyomino is arbitrarily dense, i.e. it fills out at least 99% of a brick.