Yes, there are Pokemon that can't breed. All legendaries except for Manaphy and Phione cannot breed. However, there are some others. They are:
Nidorina
Nidoqueen
Pichu
Cleffa
Igglybuff
Togepi
Unown
Tyrouge
Smoochum
Elekid
Magby
Azurill
Wynuat
Budew
Chingling
Bonsly
Mime Jr.
Happiny
Munchlx
Riolu
Mantyke
All of the Pokemon listed (with the exception of Nidorina, Nidoqueen, Togepi, Unown, and Riolu) are of a type known as either Pre-Evolution or Baby Pokemon.