No, there's no such material. I'll explain why:
EM emission by heating, bombardment with electrons, etc., occurs when atoms/molecules get excited into higher energy states and then release that energy in the form of radiation. It can do so all in one go, or in a series of lower energy emissions. I'll assume all the energy is released into one photon, since this is the best case scenario for high energy/frequency radiation being produced. There are a few different modes that can be excited: electronic (promoting electrons to higher energy levels), rotational, and vibrational. Electron energy levels are typically the furthest apart and so this is the mode that gives highest frequency radiation. In each case, the limiting factor is how much energy can be absorbed before breaking the relevant bond. For electronic excitation, at a certain amount of energy the atom is ionized; hence, this is the highest energy photon that can be emitted in this process.
Typical ionization energies of various elements are on the order of 10 electron volts. Chemical bond strength (which is relevant for rotational and vibrational excitation) are on the order of 1eV, so electronic excitation is the best bet. Plus, since chemical bonding happens due to the electronic structure of the atoms, it's a fair assumption that their energies will never depart very much from typical ionization energies. The element with the highest ionization energy is helium: about 25eV. So the most energetic photon that helium can emit before being ionized has energy 25eV, which through the relation ##E=hf## corresponds to a frequency of about ##6\times10^{15} Hz##. Gamma rays, however, have frequencies of around ##10^{19}Hz## and up, so we're off by over three orders magnitude. The ionization/bond energies of various chemical compounds will all be of about the same order as those of the elements, and certainly won't vary enough to make up a factor of over 1000.
This is why gamma rays are typically generated by nuclear processes, where the binding energy is much higher—on the order of MeV, or thousands of electron volts.