(I have found examples 1,2 that answer my original questions, so the question here is refined)
This question has been asked many times in this site, but all examples I see are maps between some complicated spaces. So here I'm asking for some examples for good spaces. In fact, it turns out that every continuous function from a path connected space to $\mathbb R$ is a quotient map
Note that the closed map lemma cannot be generalised, for example $(0,1)\to [0,1]$ is not closed. So there might exist continuous surjection from locally compact space to Hausdorff space but not a quotient map, and in the sequel we focus on non-compact manifolds.
Let's first find surjective smooth map between manifolds that is not a quotient map. Such a map must have critical points since every submersion is open(The only obstruction for a smooth surjection not a submersion is that it doesn't have constant rank).
Example 1: For example, $f:(0,2)\to \mathbb S^1,$ where $f(t)=e^{2\pi i\phi(t)}$ where $\phi$ is a smooth bump function that $\phi(0)=0$, increasing in $(0,1)$ and takes value $1$ in $(1,2)$, is not a quotient map, as $(1/2,2)$ is saturated open but its image is not.
If we consider a map onto its image, we also have following example:
Example 2: Consider figure eight $g:(-1,1)\to\mathbb C,g(t)=(1-e^{2\pi i t})\text{sgn} t$. then this map has constant rank, but is not a quotient map onto its image: $(-1,-1/2]$ is closed but its image is not.
By example 2, there is also a smooth map $\mathbb R^n\to \mathbb R^m$ for every $m\geq 2$ of constant rank, viewed as a surjection onto its image, that is not a quotient map. Thus, the result cannot be generalised into arbitary dimensions.
So far, all of these examples have "non-trivial" images. So here I'm asking for nicer maps with very simple image,
(1)Do we have a smooth surjective map $f:\mathbb R^m\to \mathbb R^n$ for every $n>1$ that is not a quotient map.
(2)Do we have a continuous surjective map $f:\mathbb R^m\to \mathbb R^n$ for every $n>1$ that is not a quotient map? For example, is there a spacefilling curve not a quotient map? (Note that we do not always have smooth surjection $\mathbb R^m\to\mathbb R^n$ if $m<n$, but continuous surjection always exists, so (1) doesn't imply (2)).