There are examples of fantom maps from finite-dimensional CW-complexes, see for instance
C. McGibbon, Phantom maps. In: I. James (ed), "Handbook of algebraic topology", pp. 1209-1257.
The examples themselves appear on page 1212. The space $X$ is the mapping telescope of a sequence of maps $S^n\to S^n$ whose degrees are coprime to a fixed prime $p$. McGibbon refers to these examples as "fantom maps of the 2nd kind". For the purpose of the question, these are maps which are not null-homotopic, whose restrictions to each finite subcomplex is null-homotopic.
Edit. Here is a useful theorem:
For a CW complex $X$ and a number $n$ we define the subgroup $Fantom^n(X)< H^n(X)$ to consist of (fantom) cohomology classes whose restriction to each finite subcomplex in $X$ is trivial.
Theorem. $Fantom^n(X)\cong Ext^1(H_{n-1}(X)/Torsion, {\mathbb Z})$.
See Infinite CW-complexes, Brauer groups and phantom cohomology, page 2.
Thus, one can construct a space with nonzero 2nd fantom cohomology by taking, for instance, a space with $H_1(X)\cong {\mathbb Q})$ (since $Ext^1({\mathbb Q}, {\mathbb Z})$ is enormous, isomorphic to ${\mathbb A}/{\mathbb Q}$, where ${\mathbb A}$ is the group of adeles). The space $X$ can be taken 2-dimensional, a presentation complex for the additive group of rational numbers.
To get from fantom cohomology to fantom maps, look at $[X, K({\mathbb Z}, 2)]$.
\bigcup, not\cup. The difference is just like that between\sumand+. – Mariano Suárez-Álvarez Jan 30 '15 at 21:01\cuphad been put there by the OP). – Najib Idrissi Jan 30 '15 at 21:02