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This was a claim by Lynn Margulis explained over at this link.

The sense organs of vertebrates have modified cilia: The rods and cone cells of the eye have cilia, and the balance organ in the inner ear is lined with sensory cilia. You tilt your head to one side and little calcium carbonate stones in your inner ear hit the cilia. This has been known since shortly after electron microscopy came in. Sensory cilia did not come from random mutations. They came by acquiring a whole genome of a symbiotic bacterium that could already sense light or motion. Specifically, I think it was a spirochete [a corkscrew-shaped bacterium] that became the cilium.

And why would our bodies incorporate spirochetes as part of our basic functionality?

There are many kinds of spirochetes, and if I’m right, some of them are ancestors to the cilia in our cells. Spirochete bacteria are already optimized for sensitivity to motion, light, and chemicals… If I’m right, the whole system—called the cytoskeletal system—came from the incorporation of ancestral spirochetes.

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You can find this on Wikipedia: en.wikipedia.org/wiki/…. In lectures we have also been made aware of the fused membrane of cilia with the cell rather than the separate membranes of endosymbionts. There were more (better) reasons but I've forgotten. –  Armatus May 6 '12 at 21:36
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Well, since all cells in a multi-cellular organism originally come from the same precursor cells, it’s hard to argue that some of them have endosymbiotic compartments that are missing in others, and notably their precursor.

Notably, there are species which possess both ciliary and rhabdomeric photoreceptor cells, and their precursor is non-ciliary. This is incompatible with Margulis’ endosymbiosis hypothesis.

PZ Myers has a good summary of the relevant papers [1, 2].

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To play devil's advocate, I'd say that the fact that cilia in modern cells are fully encoded by nuclear genes (and thus that non-ciliary cells can develop cilia) does not entirely rule out the possibility of an endosymbiotic origin: transfer of endosymbiote genes to the nucleus does occur, with e.g. mitochondria having a highly reduced genome, and with some eukaryote species actually possessing mitochondria (or organelles derived from them) that have no DNA at all. That said, there does seem to be other evidence against the endosymbiotic origin of cilia. –  Ilmari Karonen May 10 '12 at 13:08
    
@Ilmari You are right, it’s not a definitive proof. But to specify, what I’m arguing isn’t about nuclear genes, it’s that cell development, which does to some extent recapitulate phylogeny, doesn’t show this evolution. The endosymbiosis hypothesis would imply a non-parsimonious evolution on the gene regulatory level, which first induces a loss-of-function and later a gain-of-function in one sister cell type but not the other. The more parsimonious explanation, a single gain of function (again, on the regulatory level) in one cell type, is incompatible with the endosymbiosis hypothesis. –  Konrad Rudolph May 10 '12 at 13:48
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