This is what we found out about it (thanks to Wikipedia):
"It has been observed that they can find their way through mazes by spreading out and choosing the shortest path, an interesting example of information processing without a nervous system."
"In 2006, researchers at the University of Southampton and the University of Kobe reported that they had built a six-legged robot whose movement was remotely controlled by a Physarum slime mould. The mould directed the robot into a dark corner most similar to its natural habitat." (http://en.wikipedia.org/wiki/Slime_mould)
This is what it looked like the next day:
And the day after that: