I just found a report of Morpholino use in a protist. As far as I know this is the first publication showing successful delivery of Morpholinos into a protist. They electroporated the Morpholinos into trypanosomes.
Shi H, Tschudi C, Ullu E. Depletion of newly synthesized Argonaute1 impairs the RNAi response in Trypanosoma brucei. RNA. 2007 May 25; [Epub ahead of print]