Since you said in comments that you were interested in general vector bundles, we can lower the dimension from Michael's answer.
Consider the tautological complex line bundle over $S^2 = \mathbb{C}P^1$. That is, thinking of $\mathbb{C}P^1$ as the set of complex lines through the origin in $\mathbb{C}^2$, the vector bundle is $E = \{(p,v)\in \mathbb{C}P^1\times \mathbb{C}^2: v\in p\}$. The projection map is simply projection onto the first factor.
(This is the analogue of the Mobious bundle over $S^1\cong\mathbb{R}P^1$. Alternatively, one can think about it by taking the universal complex line bundle over $\mathbb{C}P^\infty$ and then pulling back via the inclusion of the $2$-skeleton $S^2\rightarrow \mathbb{C}P^\infty$.)
Of course, $w_1(E) = 0$ since $H^1(S^2;\mathbb{Z}/2\mathbb{Z}) = 0$. For $w_2$, we note that the first Chern class, which is well known to equal the Euler class, is given by a generator of $H^2(S^2;\mathbb{Z})$. But the mod 2 reduction of the Euler class is the top Stiefel-Whitney class, so $w_2(E)\neq 0 \in \mathbb{Z}/2\mathbb{Z}\cong H^2(S^2;\mathbb{Z}/2\mathbb{Z})$.