An example of an infix (although technically not a very good one) is the German "ge" used to form the past participle.
Strictly speaking, it's actually a prefix; for example, the past participle of "spielen" ("to play") is "gespielt". However, if the verb has a separable prefix (such as "auseinandernehmen", "to take apart"), the "ge" prefix is inserted between the separable prefix and the stem (in this case "auseinandergenommen").
Strictly speaking, that's not an infix, because the bit that comes before is itself a prefix; but it looks a bit like an infix.
An example of a true infix (cited by Wikipedia) is from the Tagalog language, which has borrowed the English word "graduate". The Tagalog equivalent of the active voice is formed by infixing "-um-" in the first syllable: "grumaduate".
Infixes do occur in certain dialect forms of English. Hip-hop slang, for example, uses the infix "-iz-" or "-izn-", as in "hizouse" for "house".