You can just consider some simple bordism variants.

If you're considering oriented bordism, then the first example appears when considering bordisms between $4$-manifolds. The signature $\sigma(X^{4k})$ of an oriented $4k$-manifold $X^{4k}$ is an oriented bordism invariant. Now $$\sigma(S^4) = 0$$ and $$\sigma(\Bbb C P^2) = 1,$$ so $S^4$ and $\Bbb C P^2$ are not oriented bordant. In fact, $\Omega_4^{\mathrm{SO}} \cong \Bbb Z$ with generator $[\Bbb C P^2]$.