Yes, for both alloys and ceramics it is possible have a density that is higher than their densest elemental constituent. This is because every lattice structure of the denser elemental constituent contains interstitial void spaces, or holes, typically tetrahedral holes (surrounded by 4 atoms) or octahedral holes (surrounded by 6 atoms). These holes exist despite the crystal having an optimal packing structure, thus a maximum density for the pure solid.
The densest elemental solids are typically made up of larger atoms toward the bottom of the periodic table, that have larger atomic radii due to electron-electron repulsion, but which have much higher atomic mass due to their nuclei. This produces larger interstitial voids that can fit smaller atoms without significantly disturbing the lattice constants of the larger, denser component. An increase in mass without concomitant increase in volume will produce a denser composite.
Specific examples are difficult to find, as densities are not always reported. One common material which is denser than the corresponding "densest elemental constituent" is steel. Steel (maximum density: 8.05 g·cm⁻³) is an alloy of iron (density 7.874 g·cm⁻³) and carbon (diamond density: 3.5 g·cm⁻³), although occasionally some chromium (density: 7.19 g·cm⁻³) and nickel (density: 8.91 g·cm⁻³) may also be included.
Another possible, although less clear-cut example is the alloy heavymet, which is used in ATLAS. It is composed of nickel (9.9 atom %), copper (4.0 atom %), and tungsten (86.1 atom %). Heavymet has a density of 19.3 g·cm⁻³, which despite the less dense diluents, may be slightly larger than tungsten's density which is 19.25 g·cm⁻³.