As a publicity stunt.

Jim Moran, a press agent, spent 10 days searching for a needle in a haystack in the 1940s, to raise publicity for a real estate development.
http://en.wikipedia.org/wiki/Jim_Moran_(publicist)#1940s_stunts
He also changed horses in mid stream, and took a bull into a china shop.

Besides the obvious smallness and similarity of a needle to a bit of straw, and the visceral ouch of finding it by accident, I think it is useful to think about the ancient meaning of needles and sewing.

Needles were originally made from thorns or bones. From Roman times on, needles were available in metal, but they were expensive and hard to come by. So a needle lost in a bundle of hay is not just dangerous, it's a treasure worth retrieving.

There are many teaching stories about finding a X in a pile of X.
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Baba Yaga has Vasilisa get poppy seeds out of a pile of dirt. Failure will mean death. Vasilisa uses an enchanted doll given to her by her mother.

A Chinese folktale involves an emperor's indoor garden of silk flowers, with one real flower among the vast complex. A peasant must find the real flower, which he does by allowing a bee in through a window, it immediately alights on the only real plant.

An Irish story has a man capturing a leprechaun and upon finding that the pot of gold is buried under a plant he ties a red garter to the plant and goes home to get a shovel. The leprechaun can't remove the marker but the man returns to a field where every plant has a red garter tied to it. He fails to find the gold.
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These are stories about discernment, the ability to tell one thing from another. The ability to notice and be fully awake. Interestingly most of them require help from something outside the hero's logic to solve.

Needle in a Stack of Needles