Is there a function $f(x)$ on the real domain and real constants $a$ and $b\neq 0$ for which the following is true:
$$f(x)-f(x-\delta)+a+bx^2=0$$ for some real $\delta\neq 0$?
EDIT: I missed a very important constraint in the original posting of this question: $b\neq 0$. Sorry!
Edit
Let's develop a concrete solution, shall we? Observe that for any polynomial $p(x)$ of degree $n>0$ and any $\delta$, we have that $p(x)-p(x-\delta)$ is again a polynomial, having degree at most $n-1$. This suggests that we try for a degree $3$ polynomial. For the moment, we may as well assume the constant term is $0$, since if not, there'd be cancellation in our subtraction, anyhow. Let $f(x)=c_1x+c_2x^2+c_3x^3$, so we need $$-a-bx^2=f(x)-f(x-\delta)=(c_1\delta-c_2\delta^2+c_3\delta^3)+(2c_2\delta-3c_3\delta^2)x+3c_3\delta x^2.$$ Equating the coefficients of the terms of same degree, we see that: $$-a=c_1\delta-c_2\delta^2+c_3\delta^3$$ $$0=2c_2\delta-3c_3\delta^2\quad(\text{so}\: 0=2c_2-3c_3\delta,\:\text{since}\:\delta\neq 0)$$ $$-b=3c_3\delta$$ The third of these equations gives us $$c_3=-\frac{b}{3\delta}$$ since $\delta\neq 0$, and substituting $-b$ in for $3c_3\delta$ in the adapted second equation yields $$c_2=-\frac{b}2.$$ Finally, the first equation becomes $$-a=c_1\delta-c_2\delta^2+c_3\delta^3=c_1\delta+\frac{b\delta^2}2-\frac{b\delta^2}3=c_1\delta+\frac{b\delta^2}6\!,$$ so $$c_1=-\frac{a}\delta-\frac{b\delta}6=\frac{6a+b\delta^2}6.$$
Thus, we have in fact that for any $a,b$ and any $\delta\neq 0$, the polynomial family $$f(x)=d-\frac{6a+b\delta^2}6x-\frac{b}{2}x^2-\frac{b}{3\delta}x^3$$ satisfies the desired functional equation for all $d$.
Addendum It occurred to me (once I processed Karolis's comment below) that instead of the arbitrary $d$, and instead of requiring $f$ to be a polynomial, we can take any function $g$ with period $\delta$ (of which constant functions are merely an uninteresting family of examples), and then let $$f(x)=g(x)-\frac{6a+b\delta^2}6x-\frac{b}{2}x^2-\frac{b}{3\delta}x^3.$$ I'm not sure if this describes all $f$ that fit this equation, as I've never done any serious functional analysis, but it certainly gives a fairly general family of solutions.