All collections are monads (that's a general statement, not a Scala-specific one), or "have monads" depending on how strict you want to be about it. Scala also has Option
as a monad, and the right and left projections of Either
as well. You can see their monadic aspects at work whenever you see a for-comprehension with them.
A more subtle example of monads in Scala is the parser combinators. It is more subtle because the operators hide the monadic operations behind synonyms that look better in a grammar.