Not in nature, but Möbius conveyor belts were patented. Here is a 1949 patent to Owen Harris, for an abrasive belt, as described by Clifford Pickover:

Pickover, Clifford A. The Möbius Strip: Dr. August Mobius’s marvelous band in mathematics, games, literature, art, technology, and cosmology. Thunder’s Mouth Press, New York (2006).

As mentioned by Jim Conant, Möbius conveyor belts were patented. Here is a 1949 patent to Owen Harris, for an abrasive belt, as described by Clifford Pickover:

Pickover, Clifford A. The Möbius Strip: Dr. August Mobius’s marvelous band in mathematics, games, literature, art, technology, and cosmology. Thunder’s Mouth Press, New York (2006).