Are there any massless (zero invariant mass) particles carrying electric charge?

If not, why not? Do we expect to see any or are they a theoretical impossibility?

There's no problem in writing down a theory that contains massless charged particles. Simple $\mathcal{L} = \partial_{\mu} \phi \partial^{\mu} \phi^*$ for a complex field $\phi$ will do the job. You might run into problems with renormalization but I don't want to get into that here (mostly because there are better people here who can fill in the details if necessary).

Disregarding theory, those particles would be easy to observe assuming their high enough density. Also, as you probably know, particles in Standard Model compulsorily decay (sooner or later) into lighter particles as long as conservation laws (such as electric charge conservation law) are satisfied. So assuming massless charged particles exist would immediately make all the charged matter (in particular electrons) unstable unless those new particles differed in some other quantum numbers.

Now, if you didn't mention electric charge in particular, the answer would be simpler as we have massless (color-)charged gluons in our models. So it's definitely nothing strange to consider massless charged particles. It's up to you whether you consider electric charge more important than color charge.

Another take on this issue is that Standard Model particles (and in particular charged ones) were massless before electrosymmetric breaking (at least disregarding other mechanisms of mass generation). So at some point in the past, this was actually quite common.
