Is there an explicit irrational number which is not known to be either algebraic or transcendental?

Maybe the best-known example is Apery's constant, $$\zeta(3) = \sum_{n = 1}^{\infty} \frac{1}{n^3} = 1.20205\!\ldots ,$$ which Apery proved was irrational a few decades ago; this result is known as Apery's Theorem.

By contrast, $\zeta(2) = \sum_{n = 1}^{\infty} \frac{1}{n^2}$ has value $\frac{\pi^2}{6}$, which is transcendental because $\pi$ is.

Apéry, Roger (1979), Irrationalité de $\zeta(2)$ et $\zeta(3)$, Astérisque (61), 11–13.

The most famous have been answered. Let us be a little less constructive. At least one of $\zeta(5)$, $\zeta(7)$, $\zeta(9)$, $\zeta(11)$ is irrational, a result due to V. V. Zudilin, Communications of Moscow Mathematical Society (2001), and their true nature (algebraic and transcendental) seems unknown at the present time. This result improves the irrationality of one of the nine numbers $\zeta(5)$, $\zeta(7)$, $\ldots$ $\zeta(21)$.