The circular wheel with a long rod or axle protruding from its center is the archetypal human invention: though its precise origins are lost in time, it has contributed to any number of technological advances since being deployed more than 5,000 years ago in Mesopotamian potters' wheels. But what's particularly remarkable is that it may be the only simple machine that evolution has almost never managed to produce.
The secret to the wheel's power to move loads over long distances is that it magnifies the actions of the axle: just a small rotation of the axle results in a much larger motion on the part of the wheel. Turn it around and apply force to the wheel, as in a doorknob, and a slight force is magnified into a much stronger action as the axle manipulates the door mechanism.
Biologists often use the lack of wheels in nature as an example of how, if the barrier to developing an adaptation is high and the payoff is not substantial, it will just never evolve. They generally cite the difficulty of getting nutrients to a fully rotating wheel--no blood vessels or other tissue can be attached to the structure, so how would it be nourished? (For more on this, check out this delightful 1917 description of the hypothetical process required for a creature to successfully grow a wheel.)
The one qualified exception is bacteria's whip-like flagellum: it indeed rotates completely around producing torque and propelling the organism as it spins. But it's only because it's on the microscopic level that this structure can overcome the problem of maintenance: the molecules that control the wheel and axle reach it by diffusing through the cell's cytoplasm.