I haven't a concrete example but there is a theorem that says that the derivative of a function has the intermediate value property. This fact makes me think that could be a elementary function without derivative.
EDIT:
I am going to be more explicit:
If f is a elementary function, it is defined in the interval (a,b), and it is the derivative of another function (not necessary an elementary function) then f satisfies the intermediate value property inside (a,b).