Special Adjoint Functor Theorem (SAFT) states that a functor $T\colon\mathcal{A}\to\mathcal{B}$ from a good category $\mathcal{A}$ (category which is locally small, complete, well-powered, has a small cogenerating family) to a locally small category $\mathcal{B}$ has a left adjoint if and only if it is continuous (preserves small limits). There are many other formulations, see nlab article.
For example, take $\mathbf{Set}$. It satisfies SAFT, hence the functor $T\colon\mathbf{Set}\to\mathcal{B}$ has a left adjoint iff it preserves limits. Take a non-empty set $X$, then the functor $$(-\times X)\colon\mathbf{Set}\to\mathbf{Set}$$
hasn't a left adjoint (because it doesnt't preserve products), but it actually has a right adjoint.
Вesides SAFT, there are plenty of cases when a functor has no left adjoints. For instance, take a functor $\mathbf{0}\to\mathcal{A}$ from the empty category to a non-empty category. Then it of course has no left (and right) adjoints by the trivial reason.
Note, that if you find a functor without a right adjoint, then you automatically get a functor without a left adjoint (you can simply take its dual). For example, the functor $$\text{Mor}\colon\mathbf{Cat}\to\mathbf{Set},$$
which maps a small category to its set of morphisms, has no right adjoints (because it doesn't preserve coequalizers). Hence, the dual functor $\text{Mor}^{\text{op}}$ has no left adjoints.