Take the category of a partially ordered set; every arrow is an epimorphism, but no non-identity arrow has a right inverse.
For a concrete category (objects are sets and morphisms are functions between the underlying sets), take the category of Hausdorff topological spaces; an epimorphism is a continuous map with dense image. Consider $\mathbb{Q}\hookrightarrow \mathbb{R}$. This is an epimorphism, but there is no retract (no right inverse). Or the map $[0,2\pi)\to S^1$ given by $t\mapsto (\cos t,\sin t)$. If it had a right inverse in the category, the inverse would be a bijection, hence we would have homeomorphisms, but $[0,2\pi)$ and $S^1$ are not homeomorphic.
For yet another, take $\mathbb{Z}\hookrightarrow\mathbb{Q}$ in the category of rings with unity. This is an epimorphism, but does not have a right inverse.
Even in concrete categories where all epis are surjective, you need not have right inverses. In the category of groups, an epimorphism $G\to K$ has a right inverse if and only if $G$ is a semidirect product $G\cong N\rtimes K$. So take $\mathbb{Z}/4\mathbb{Z}\to \mathbb{Z}/2\mathbb{Z}$ for a surjective morphism (hence an epi) with no right inverse in the category.