Yes. A [solenoid](http://en.wikipedia.org/wiki/Solenoid_%28mathematics%29) is a homogeneous continuum (=compact connected metric space) embeddable in $\mathbb{R}^3$ that is not locally connected at any point, in fact, a small neighborhood of each point looks like the Cantor set crossed with an interval. Its generic projection to $\mathbb{R}^2$ is compact, connected, and not locally connected at each of its points.