For two-sided topological Markov chains, we show that the set of points for which the two-sided Birkhoff averages of a continuous function diverge is residual. We also show that the set of points for which the Birkhoff averages have a given set of accumulation points other than a singleton is residual. A nontrivial consequence of our results is that the set of points for which the local entropies of an invariant measure on a locally maximal hyperbolic set does not exist is residual. This strongly contrasts to the Shannon–McMillan–Breiman theorem in the context of ergodic theory, which says that local entropies exist on a full measure set.