Windows PowerShell Team & Microsoft Software Encyclopedia have recently identified and described a worm written in PowerShell:
"MSH/Cibyz.A is a proof-of-concept P2P worm written in Windows PowerShell script. The worm cannot run automatically. A user must purposely engage in several actions in order to deliberately cause the worm to run".

Different antivirus vendors may be using different names to refer to this malicious software. Here are some of the names currently in use by antivirus software vendors:

Kaspersky: P2P-Worm.MSH.Skowor.a
McAfee: MSH/Cibyz!p2p
Symantec: MSH.Czybroks!int
Trend Micro: WORM_KIBYZ.A

More Info:
For a technical overview of this worm, visit Malicious Software Encyclopedia at Microsoft
For blog posts on this topic, visit Windows PowerShell Team