I have been thinking about this for a bit and I feel like the answer is no, but I cannot prove it. Formally, can there be a polynomial $f(x)$ which is irreducible over $\mathbb{F}_{p} \forall p$ where $f(x) \in \mathbb{Z}[x]$?
At first I thought that a polynomial like $f(x) = x^2 - p$ for some prime $p$ might work, but for instance in $\mathbb{F}_{7}$ you have $4^{2} \equiv 2$ $(mod \, 7)$.
Then I though maybe considering Galois groups over $\mathbb{F}_{p}$ might lead somewhere, but I couldn't figure anything out there either. I have the suspicion that there is a very obvious answer that I'm missing, any feedback would be much appreciated!