Can we create heavier particles with high energy? It is known that an electron and a positron are created from the energy of gamma ray, is it possible to create heavier particles like proton and neutron from the energy of gamma ray? (if so what is the anti-particle for neutron?)
 A: The reaction
$$ \gamma\to e^+ e^-$$
is actually forbidden on kinematic grounds - one can show that momentum and energy cannot be simultaneously conserved if there is not something else to take "excess" momentum, e.g. a heavy nucleus nearby - pair production from gamma rays happens in metals, for example, but not in vacuum.
Of course, given enough energy, it is in principle possible to produce arbitrary particle-antiparticle pairs from a gamma ray interacting with something that can take the excess momentum.
A: There are already antiproton proton pairs experimentally created at LEP , Proton–antiproton pair production in two-photon collisions at LEP

The reaction is studied with the L3 detector at LEP. The analysis is based on data collected at e+e− center-of-mass energies from 183 GeV to 209 GeV, corresponding to an integrated luminosity of 667 pb^−1. The differential cross section is measured in the range of the two-photon center-of-mass energy from 2.1 to 4.5 GeV. The results are compared to the predictions of the three-quark and quark–diquark models.

So yes, we can create even  heavier pairs at higher energies.
