That's one of the defining characteristics of eukaryotes, the group that protists belong to. Eukaryotes are organisms with cells that have a membrane-bound nucleus containing their genetic material (DNA).

So, to answer your question more fully, *all* protists have a nucleus. Some examples include:

* Amoeba: A single-celled organism that moves using pseudopods.

* Paramecium: A single-celled organism with cilia for movement.

* Diatoms: Single-celled algae with intricate glass shells.

* Euglena: A single-celled organism that can photosynthesize.

* Slime molds: Organisms that can form large, multicellular masses.

Let me know if you'd like to know more about any specific type of protist!