The field with one element or characteristic one ($\mathbb{F_1}$ or $\mathbb{F_{un}}$) is a mathematical phantom, which can defined as a beast who clearly (i.e. within the current mathematical framework) does not exist, but there are many pointers in a direction that it should.
Are there other examples of mathematical phantoms ?
I agree with Dietrich (in the comments) that the meaning of "mathematical phantom" is not entirely clear. In particular, the demarcation from merely very fruitful abstractions is blurry; perhaps useful criteria are:
Phantoms in this stricter sense could include:
Phantoms in a broader sense (where I can't think of any held-to-be-obviously-true statement falsified by them) could include: