I am not sure if anyone else has mentioned this, but I know ferromagnetic fluid might be something to consider. I have dealt with the particles in the lab I used to work in. There are different ways of making it, but it is basically iron nanoparticles. You can check out more in this educational and somewhat entertaining video. http://www.youtube.com/watch?v=kL8R8SfuXp8
Here is something that has held my interest for a while now. I was reading my thermodynamics textbook and there was a short article that mentions an experiment involving nanoparticles where the second law did not apply for up to two seconds. It then gave this citation [Phys. Rev.Lett. 89, 050601 (2002)] . If you would like read the topic more in detail here is a link to a description of their experiment http://www.aip.org/pnu/2002/split/598-1.html . I have asked my thermodynamics professor what he thought of it, but he didn't want to believe it. I asked my modern physics professor that does research in micoelectromechanical systems (MEMS) and he was not surprised. I am just curious on what your views are on this experiment.