Sure there are 3D fractals, in the sense that a fractal surface can bend and extend out of a 2 dimensional plane. Take for example the fractal "sponge created by iterations of this method:
Starting with a cube divided into 9 congruent smaller cubes, take the 4 cubes that are the center of each face and remove. Now perform the same operation on each of the 5 remaining cubes. Repeat ad infinitum.
You are left with an object in a 3D space, but what is its volume? Well, zero, actually, and this is where your question becomes a tricky one. Does an object with zero volume exist in 3D? This is why most mathematicians consider fractals to have intermediate dimension, in this case somewhere between 2 and 3.
Rob Landolfi, None, Science Teacher, Washington, DC
Broken glass, mountains and human lungs are some 3d fractal examples. Although someone could say that a fractal can not have an integral dimension as 2 or 3, but something in between.
Spiros Besis, M.S.
'If one wishes to obtain a definite answer from Nature one must attack the question from a more general and less selfish point of view.'