Many biologists have pondered the lack of wheels in biological systems. There would be some energetic advantages to using wheels, so why have they not evolved? Sure, you need a fairly flat environment, but plenty of those exist. The problem that no multicellular organism has ever cracked, is finding a way to deliver nutrients and gases across an axle at a rate capable of supporting the downstream tissue.
The bacterial flagellum operates as a true wheel but it doesn't need to worry about nutrient delivery to the flagellum. The tumbleweed is another and solves the problem by rotating the entire organism. In this case, the purpose is seed dispersal. There is some irony in the fact that this form of motion has been best exploited by a plant.
Here is a dramatic example of the biological wheel in action. Running commentary by some very young biologists.
