There are numerous examples of sessile animals (sponges, barnacles etc.) but are there any examples of motile plants? If not, why not? Surely mobility would have conferred an evolutionary advantage to some plant species. I am specifically thinking of locomotion here.
It depends how you define locomotion.
If you take it to mean moving from one place to another, then yes, almost all plants do this at some stage during their life cycle. Primarily seeds and pollen move around, and generally they do so by harnessing either natural forces like wind and rain, or by manipulating animals to do the leg-work, e.g.:
If you take it to mean moving around under ones own propulsion, then yes, some plants do this. The example that springs to mind is the gametophyte generation of ferns:
The prothallus (i.e. the gametophyte) has rhizoids on the underside and uses them to slide around and find some space in which to start the next generation. I have seen this happen when fern spores are germinated on agar - when they reach the tiny prothallus stage, they start sliding around to avoid overlapping with one another. I can't find any references for this, but I'll keep looking.
Another example of self-directed locomotion in plants is the motile sperm of bryophytes. The male sex cells have flagella, which they use to propel themselves through water to the female sex cells (reviewed by Renzaglia & Garbary 2001).
Many plants crawl by sending out ground vines and replant themselves in neighboring positions. But that's not what you are asking I think.
I don't know if there are any land dwelling leaf bearing plant forms that move.
In the water most chlorophyll bearing algae have flagellae and can migrate through the water.