Which one of the following compounds shows the presence of intramolecular hydrogen bond?

Cellulose which shows the presence of intramolecular hydrogen bonding . This is due to the fact that the glucose monomers form straight chains and thus its polymeric structure crowd together showing intramolecular H-bonding.
However ${\mathrm{H}}_2{\mathrm{O}}_2$ also show intramolecular hydrogen but its is very weak due to large $(\mathrm{O}-\mathrm{OH})$ bond angle which produce repulsions and thus dominant H- bonding is not seen .

Hence , the correct option is (C).