I would like an example of a map $f:H\rightarrow R$, where $H$ is a (infinite dimensional) Hilbert space, and $R$ is the real numbers, such that $f$ is continuous, but $f$ is not bounded on the close unit ball $\{ x\in H : \|x\| \leq 1\}$.
Actually, $H$ could be replaced by any Banach space (but not just a normed space-- that's too easy). My motivation is that if $f$ is linear, this is impossible; but I have next to no intuition about non-linear functions.
Edit: Here's an example for $c_0$ which is even differentiable (disclaimer: I found it here: http://www.ms.uky.edu/~larry/paper.dir/korea.ps). Define $f:c_0\rightarrow F$ (where F is your field, real or complex) by $$ f(x) = \sum_{n=1}^\infty x_n^n \qquad (x=(x_n)). $$ You can estimate the sum by a geometric progression, so it does converge. A bit of checking shows that f is Frechet differentible (so certainly continuous). But $f(1,1,\cdots,1,0,\cdots)=n$ (if there are $n$ ones) so $f$ is not bounded on the closed unit ball. What I don't immediately see is how to adapt this to $\ell^2$, say.