Basic example: $X$ has a $p$-variate iid standard Normal distribution; the sample mean is not admissible if $p>2$ and is dominated by the Stein shrinkage estimator.
However, the Stein shrinkage estimator is also not admissible, and is dominated by the positive-part Stein shrinkage estimator. Which is also not admissible.
As far as I can tell, there is no known admissible estimator that dominates the sample mean. Is there a theoretical guarantee that there must be one, or could there just be an infinite sequence of inadmissible estimators, each slightly better than the last?