Yes they can! Though admittedly, the examples are quite awkward.
An explicit example is given here (T. Aktosun and R. G. Newton, 1985, Inverse Problems 1).
The potential is
$$V(x)=\begin{cases}
4\, \frac{(x\sqrt{2}+1)(\sigma(x)-2x+1)}{(\sigma(x)+c)^2} & x>0\\
\frac {4} {(b-x\sqrt{2})^2} & x<0
\end{cases}$$
and the wavefunction is
$$\psi(x)=\begin{cases}
\frac {2(1+x\sqrt{2})}{\sigma(x)+c} & x>0\\
\frac {2(b-1)}{b-x\sqrt{2}} & x<0
\end{cases}$$
with $\frac 1 b + \frac 1 c = 1$ and $c\ge 1$. And $\sigma(x)=\frac {2\sqrt{2}}{3}x^3+2x^2+x\sqrt{2}$. Both the wavefunction and the potential vanish in the limit $x\to\pm\infty$, so this is a proper bound state. (In the paper, these are expressed using $\Theta(x)$, the Heaviside function. Also, note that the potential is discontinuous at $x=0$, so $\psi$ has a discontinuous second derivative there.)
The paper additionally discusses what it calls "half-bound" states - e.g., the double delta potential has one for some parameter values (though Wikipedia calls it just a "bound state", which is not entirely accurate.).
This is a graph of $\psi(x)$ and $V(x)$ for the randomly chosen value $c=1.77$.