Being nonseparable Banach space is in fact nothing special: one meets the first examples in the standard functional analysis course, when one learns about $\ell^p$ or $L^p[0,1]$ spaces-these spaces are nonseparable when $p=\infty$. However I spoke to one person which said to me that nonseparable Hilbert spaces are rather exotic and in "real life" one rarely come across them. Here I list some examples when I came across nonseparable Hilbert spaces—but to be honest, none of them have truly convinced me about the importance of those spaces:
When $A$ is a $C^*$-algebra, then if $A$ is separable then $A$ embeds into $B(H)$ where $H$ is separable—nevertheless sometimes one is interested in so called universal representation $\pi_u$ of $A$ (one feature of this representation is that any state of $\pi_u(A)$ is in fact a vector state). The Hilbert space of this representation is hardly ever separable.
When $Q$ denotes the Calkin algebra (the quotient of $B(H)$ by compact operators) one can show that it cannot be represented on separable Hilbert space (this is very elegant argument: there is an uncountable family of infinite subsets of $\mathbb{N}$ such that the intersection of any two members of this family is finite—this gives an uncountable family of mutually disjoint projections in the quotient—in fact this argument applies also to $\ell^{\infty}/c_0$).
There is a notion of almost periodic function on $\mathbb{R}$ (this can be generalized to other groups but let us stick to this particular case) and the space of almost periodic functions contains all functions of the type $e_s(t)=e^{ist}$. One can introduce the scalar product on the linear span of all $e_s$-s and those function turns out to be mutually orthogonal. Completing one obtains a nonseparable Hilbert spaces.
There is a notion of tensor product of Hilbert spaces in particular the so called complete tensor product which is due to von Neumann. This construction yields a nonseparable Hilbert space when the tensored family is infinite. But as far as I know, in most application one restricts to the preferred so called $C_0$-sequence thus obtaining the separable space (this is some sort of choosing a ,,stabilization'').
That's all-I don't know any other examples of situations when one is faced with nonseparable Hilbert spaces-so ,,huge'' for the first sight spaces as Fock spaces used in second quantization or $L^2$ over some infinite dimensional spaces with Gaussian measures are all separable.
So I would like to ask:
What are some interesting examples of nonseparable Hilbert spaces which you have ever met?
Forgive me if my question is too vaque but I tried to give some motivation around it.