TheCanadian said:
For example, if the wave function is given by
$$ {\lvert \psi \rangle } = \int^\infty_{-\infty} d\xi c(\xi) {\lvert \xi \rangle }$$
Maybe I use non-standard terminology, but I wouldn't call this a "wave function", I would use "ket" or "state vector" or ... I reserve "wave function" for something like
$$\begin{align}
\psi \left( \xi \right) &= \left< \xi | \psi \right>\\
&= \int_{-\infty}^\infty d \xi' c \left( \xi' \right) \left< \xi | \xi' \right>\\
&= \int_{-\infty}^\infty d \xi' c \left( \xi' \right) \delta \left( \xi - \xi' \right)\\
&= c \left( \xi \right)
\end{align}$$
George Jones said:
Yes, e.g., ##c\left(\xi\right) = 1## gives a state that is not norrmalizable, but ##c\left(\xi\right) ## does not have to be non-normalizable, e.g.,
$$c\left(\xi\right) = A e^{-\xi^2},$$
in which case ##\left| \psi \right>## is normalizable.
Let me flesh out some of the details of the above examples.
For concreteness, start with ##\xi = x## and ##c\left( x \right) = 1## in the first example in the quote so that
$$\left| \psi \right> = \int_{-\infty}^\infty dx \left| x \right>.$$
Then, from the beginning of this post, the position space wave function is
$$\psi \left( x \right) = \left< x | \psi \right> = 1,$$
which is not normalizable since the integral over all space of the constant 1 diverges.
The momentum space wave function for the same ket ##\left| \psi \right>## is
$$\begin{align}
\psi \left( p \right) &= \left< p | \psi \right>\\
&= \int_{-\infty}^\infty dx \left< p | x \right>\\
&= \int_{-\infty}^\infty dx e^{-ipx}\\
&= 2 \pi \delta \left( p \right)\\
&= 2 \pi \delta \left( p - 0 \right)\\
&= 2 \pi \left< p | p=0 \right>,
\end{align}$$
since ##\left< p_1 | p_2 \right> = \delta \left( p_1 - p_2 \right)##. This mean, for my example, ##\left| \psi \right> = \left| p=0 \right>##.
Note that ##\psi \left( x \right) = 1## is consistent with the position space momentum eigenstate ##\psi \left( x \right) = e^{ipx}## for ##p=0##.
I have rushed this in order to finish before going to a meeting that I now have to attend, so I hope that I haven't made too many mistakes. Also, this means that I haven't been able to give any of the details of the example from my previous post, which is normalizable.