When two operators $A$ and $B$ commute, there can be functions which are eigenfunctions of $A$ but not that of $B$.
For example, in case of the one-dimensional harmonic oscillator, any linear combination of the ground state and the second excited state is an eigenfunction of parity operator (with eigenvalue +1) but not that of the hamiltonian even though they commute. In this example, this happens because the parity operator has degenerate eigenfunctions with eigenvalue +1.
Is this true in general? I mean, for this to happen, do we always need one of the operators to have degenerate eigenfunctions? Can we prove this?