This effect is called Capillary Action. Yes we do in fact observe it in nature in a large scale: How do you think plants are able to "suck up"1 water through its roots and send it to the leaves? One of the major forces responsible for it is capillary action.
Here, have a quote from the article mentioned above:
Wicking is the absorption of a liquid by a material in the manner of a candle wick. Paper towels absorb liquid through capillary action, allowing a fluid to be transferred from a surface to the towel. The small pores of a sponge act as small capillaries, causing it to absorb a large amount of fluid. Some textile fabrics are said to use capillary action to "wick" sweat away from the skin. These are often referred to as wicking fabrics, after the capillary properties of candle and lamp wicks.
This is an interesting phenomenon as it relies on the tendency of adhesion of water, i.e. water molecules tend to cling to other substances or surfaces, and its surface tension. The narrower the tube or capillary is (like the ultra-fine tubes of Xylem vessels or the gaps in the thread), the more surface area the water gets to cling to and pull itself up, defying gravity.
1Plants can't really "suck up" water, they provide the pathway for the water to pull itself up.