We give explicit examples of invariant rings that are not Cohen-Macaulay for all classical groups SL n (K), GL n (K), Sp 2n (K), SO n (K) and O n (K), where K is an algebraically closed field of positive characteristic. We prove that every non-trivial unipotent group over K has representations such that the invariant ring is not Cohen-Macaulay.One of the main topics in invariant theory is the study of structural properties of invariant rings. In particular, it is a much studied question whether for a linear algebraic group G over a field K and a G-module V (i.e., a finite-dimensional vector space over K with a morphism G → GL(V ) of algebraic groups) the invariant ring K[V ] G is Cohen-Macaulay or not. Any account of the research done so far on this question should start with the theorem of Hochster and Roberts [6], which says that if G is linearly reductive, then K[V ] G is always Cohen-Macaulay. Much later, Kemper [9] obtained some sort of a converse, which states that for every group G which is reductive but not linearly reductive, there exists a G-module V such that K[V ] G is not Cohen-Macaulay. Notice that (at least an important step in) the proof of [9] is non-constructive. Apart from this, a fair amount of research about the Cohen-Macaulay property of K[V ] G for