No $\mathbb{R}$-vector bundle (of dimension $\geq 1$) is ever compact.
Proof: Let $S$ be an arbitrary topological space and let $T$ be a vector bundle of dimension $n\geq 1$, and let $p:T\rightarrow S$ be the bundle projection.
If $S$ a manifold, or is even $T_1$, or even more generally if any point of $S$ is closed, then the proof is particularly easy: let $s\in S$ be such that $\{s\}$ is a closed set. Then $p^{-1}(s) \cong \mathbb{R}^n$ is a closed set in $T$ because it is the preimage of a closed set under a continuous map. This set is obviously not compact. But if $T$ were compact, it would have to be: closed subsets of compact spaces are compact. This shows $T$ is not compact.
But there is a similar proof that works for any topological space, even one with no closed points. Let $S$ be such a space and let $T,p,n$ be as above. Let $\{U_i\}$ be a local trivialization of $T$, i.e. an open cover of $S$ such that $p^{-1}(U_i) \cong U_i\times \mathbb{R}^n$ for each $i$. This exists by definition of a vector bundle. There is no hope for $T$ to be compact unless $S$ is compact, since it is $T$'s continuous image under $p$, so we can restrict to this case and therefore can take $\{U_i\}$ to be a finite cover. Without loss of generality we can then take $\{U_i\}$ to be minimal in the sense that for every $U_i$, there exist points of $S$ that are only in $U_i$ and not in $U_j$ for any $j\neq i$. (I.e. no open set of the cover can be dropped. We achieve this by dropping redundant $U_i$'s until none are redundant.) Then, fixing some $i$, $V = \bigcap_{j\neq i} U_j^c$, the set of points that are only in $U_i$, is a nonempty closed set contained in $U_i$. Then $p^{-1}(V)\cong V\times \mathbb{R}^n$ since $V\subset U_i$, and this set is not compact since $\mathbb{R}^n$ is not. On the other hand, as above, $p^{-1}(V)$ is closed in $T$, so if $T$ were compact it would be too.
This argument shows in general that a fiber bundle can't be compact unless the fiber is compact. (Also, since the bundle projection is continuous, the bundle can't be compact unless the base is compact.)