Define f(x,y) by
Along any line through the origin, f approaches zero. Indeed, any line through (0,0) may be parametrized by x=ta, y=tb for some constants a and b, not both zero. As t goes to 0, , which goes to 0 as t goes to zero for any a and b. However, does not exist: if you approach the origin along the parabola , you note that is constantly 1/2, which doesn't go to zero.
Here's a picture, where we're looking along the positive x axis towards the origin. What happens as you approach along any ray which is above the x axis is that you go up the ridge which is above and then slide down the other side as you hit the origin. However, if you come in on , you stay on top of the ridge the whole way, and get a limit of 1/2. (If you come in on a ray below the x axis, you go down into the trough which is below and then up on the other side until you hit the origin.)