In their research article -- Magnetosensitive neurons mediate geomagnetic orientation in Caenorhabditis elegans-- Vidal-Gadia et al. from the University of Texas at Austin have found a structure inside the brain of the simple worm C. Elegans that appears to act like a tiny antenna, detecting the magnetic field of the Earth and allowing the animal to orientate itself underground.
Examples of media coverage written about the study can be found below;