I don't think I've ever seen a non-cooked map posted here on this forum that nobody could win, and there have been periodic "post your hardest maps" threads, "can't beat this evil map, please help" threads, and so forth. I assume if such maps existed, one of them would have shown up by now (obviously, that doesn't apply if you are using 3rd-party custom map scripts or tinkering with the start in worldbuilder).
I have seen a few, though, where everyone who did end up with a win had to gamble on simply not getting an unlucky AI DoW roll really early in the game. Unwinnable maps may not happen, but maps that require good play and good luck to win do seem to happen once in a while.