Hartshorne's Example 5.2.3 in Chapter 2 states that if $X$ is an integral scheme, and $U$ is an open subscheme with $i:U \rightarrow X$ the inclusion, then if $V$ is any open affine not contained in $U$, $i_{!}(\mathcal{O}_U) \mid_{V}$ will have no sections over $V$. But it will have non-zero stalks, and so cannot come from a module on $V$ and so is not be quasi-coherent.
I get everything but for the fact that the extension by zero will have no sections over $V$. My main problem is that Hartshorne states that $i_{!}(\mathcal{O}_U)$ is the sheaf associated to the presheaf $$P(W) \mapsto \begin{cases}\mathcal{O}_U(W) &:\text{if } W \subseteq U \\ 0 &: \text{otherwise}. \end{cases}$$
So a section over $V$ would be a map $s$ from $V$ to the disjoint union of the stalks of $P$ at points in $V$ subject to the compatibility condition. I am having trouble showing that this map vanishes for all $p$. Clearly $s$ must vanish on $V-U$. For $p$ in $U \cap V$, then there must be some $W \subseteq V$ and $g \in P(W)$ so that $s(q)=g_q$ for all $q \in W$. And now no ideas spring to mind. Ideally I'd like $W$ to intersect with $V - U$ and then get that this section must vanish on a neighborhood of $p$, but I can't seem to get this to work out. The problem is that $V-U$ is closed in $V$, and $W$ is open in $V$, so they need not intersect. I can get that $W$ and $U$ intersect, but that isn't really helpful. Any tips?
Consider the short exact sequence $$0 \longrightarrow i_!(\mathcal{O}_X\rvert_U) \longrightarrow \mathcal{O}_X \longrightarrow j_*(\mathcal{O}_X\rvert_Z) \longrightarrow 0$$ where $Z = X \setminus U$, and $j \colon Z \hookrightarrow X$ is the inclusion map, from Exercise II.1.19(c). Taking sections on $V$, we have the exact sequence $$0 \longrightarrow \Gamma(V,i_!(\mathcal{O}_X\rvert_U)) \longrightarrow \Gamma(V,\mathcal{O}_X) \longrightarrow \Gamma(V \cap Z,\mathcal{O}_X\rvert_Z)$$ But the map $\Gamma(V,\mathcal{O}_X) \to \Gamma(V \cap Z,\mathcal{O}_X\rvert_Z)$ is injective, since the composition $$\Gamma(V,\mathcal{O}_X) \longrightarrow \Gamma(V \cap Z,\mathcal{O}_X\rvert_Z) \longrightarrow \mathcal{O}_{V,z}$$ where $z \in V \cap Z$ is injective (see Prop. 3.29 in Görtz/Wedhorn). Thus, $\Gamma(V,i_!(\mathcal{O}_X\rvert_U)) = 0$ by exactness.
EDIT: Thank you to MooS for the injectivity argument!