In my search for a simple example that proves that a quotient space of a locally compact space need not be locally compact, I stumbled on this previous entry:
Closed image of locally compact space
Although the example is perfectly clear to me, the definition for local compactness that is used is not the same as the one I yield. Clearly, the poster uses as definition that for any neighbourhood U, its closure should be compact. I however use the definition that any point should have a compact neighbourhood, or, equivalently, a fundamental set of compact neighbourhoods. I believe that the definition mentioned in the aforementioned link is called 'strong local compactness' in some textbook (Counterexamples in Topology?). And I thought this strong local compactness only implies local compactness in the Hausdorff case (correct me if I'm wrong).
I was looking for a more simple example based on this one, refined to suit my definition, so I came up with something along this: Put $q:\mathbb{R}\longrightarrow Y:=\mathbb{R}|R$ the canonical quotient map where $R$ identifies all natural numbers.
I want to prove that no neighbourhood $U$ can be compact. Without loss of generality, $q^{-1}(U)$ should contain a set $\displaystyle\bigcup_{n\in\mathbb{N}}]n-\varepsilon_n,n+\varepsilon_n[$ with any $\varepsilon_n \in \left]0,\dfrac{1}{2}\right[$ (to avoid overlap). I rewrite this set as $\displaystyle\bigcup_{n\in\mathbb{N}}\Big(]n-\varepsilon_n,n+\varepsilon_n[\setminus\{n\}\Big) \bigcup \mathbb{N}$, and then consider the sets $$V_n := \displaystyle\bigcup_{n\in\mathbb{N},n\neq m}\Big(]n-\varepsilon_n,n+\varepsilon_n[\setminus\{n\}\Big) \bigcup \mathbb{N}$$
Putting $(q(V_m))_{m\in\mathbb{N}}$, I suppose this should be an open cover of $\overline{0}$ in the quotient space without finite subcover. I'm not sure if this does the trick, though.