A Chilean group of scientists from the Thinker Thing managed to make a cockroach move its leg by basically commanding it mentally.
Bryan Salt, the leader of the group, used an EEG reader to capture the electrical signals from the brain, which were further being translated into waveforms. The latter were being converted into electrical impulses which made the cockroach leg move.
The phenomenon is not as fanciful as it may appear. The leg separated from a roach's body can be stimulated by any electrical buzz, if only this is at a certain frequency.
If you want to exercise the power of your mind in the same manner, at home, you can.
Thinker Thing, along with Backyard Brains have made Salt Shaker, a machinery that translated musical waves into impulses and then passed them to the cockroach leg.