Not sure if you're serious or not, but wheels and axles are used for a lot more than just transportation. Pottery wheels predate vehicles by about 1,000 years. Windmills and water wheels use interlocking wheels and axles to grind grain. A windlass is essentially just a rope tied to a wheel on an axel for hoisting stuff up, like a bucket in a well.

Not that this matters to the discussion of naturally occurring wheel-and-axle structures. Just an interesting little aside on the value and versatility of wheels.