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:
[![ConveyorBelt][1]][1]
Image from Pickover, p.44.
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).