Annelida is a phylum of segmented worms that includes earthworms, leeches, and marine worms. While they do have a nervous system, it is not considered advanced compared to other organisms. Annelids have a ventral nerve cord that runs along the length of their body, with ganglia (clusters of nerve cells) in each segment. This nerve cord allows for coordination of movement and basic sensory perception. However, their nervous system lacks complex structures found in more advanced organisms, such as a centralized brain or specialized sensory organs.