Hmmm, well you can generate a bunch of continuous everywhere but nowhere differentiable functions right? I mean I think it was a big deal when Weierstrass first did it, but now there are lots of simpler (counter)examples. A cute exercise for a honors calculus course is to determine and prove the existence of a function which is continuous at exactly one point, and differentiable at that point (maybe the nastiest thing I saw at that point, besides Thomae's function). Also I guess the topologist's sine curve is considered a pathological function in calculus courses, but it turns out that showing the basic topological fact that it is connected but not path connected only requires basic epsilon-delta arguments.
Although this is probably not considered particularly pathological, the p-adic topology on Z is kind of weird. We learned today that with respect to the metric that induces this particular topology, all triangles are isosceles, each open ball is open and closed (and proving closedness is not simply a matter of vacuous truth, as in the case for the discrete metric), and any point in an open ball is the open ball's center. This was interesting, but I find it hard to take this p-adic stuff seriously probably because the other day we were learning about normed linear spaces and now all of a sudden the instructor decided to construct the p-adic number system so yeah.