$\require{cancel}$
Well, they "exist" in our (physicists') imagination, as a limit, but they are not normalizable.
Adopting your notation for the null eigenstate of the momentum operator, $\hat p|0\rangle=0$, you may readily identify it as Dirac's celebrated standard ket, through which he defines his bra-ket formalism in Ch III.20 of his textbook. But, since $\langle p|0\rangle=\delta(p)$, your hyper-localized state has infinite norm, "$\delta(0)$". You may, if you wished, approximate it as the limit of a suitably normalized Gaussian in momentum space, as its width goes to zero. (Intelligent squeezed coherent states. )
- Note it is translationally invariant, since the exponential of the momentum operator acting on it amounts to one.
The x-space wavefunction of it is a plane-wave of zero momentum, so, then, a constant, $\langle x|0\rangle= 1/\sqrt{2\pi \hbar}$, everywhere in space; also unnormalizable, and terminally delocalized: a flatline, translationally invariant. In your Gaussian approximation, it would be a "Gaussian" with infinite width.
But you may translate this state in momentum space by acting on it with the exponential of the position operator,
$$ \exp (ip\hat{x}/\hbar ) | 0\rangle = |p\rangle ,$$
and further define, with Dirac,
$$|x\rangle= \delta(\hat{x}-x) | 0\rangle \sqrt{2\pi \hbar} .$$
The uncertainty principle is fine as a freak limit, but you'd better reassure yourself with the Gaussians involving mutually inverse widths. As it stands, it is egregious nonsense, which should never have been written down,$\cancel{
\frac{\langle 0|\hat p^2 |0\rangle }{\langle 0|0\rangle } \frac{\int dx ~x^2 }{\int dx } }$. I didn't write this...