Although the Pythagorean philosopher Archytas of Tarentum (5th century bc) is the alleged inventor of the screw, the exact date of its first appearance as a useful mechanical device is obscurefrom FromWhatTheyAre blogspot:
Screw stoppers of Upper Paleolithic Dordogne
While not really a novelty, I bet that most readers have never heard of this (I had no idea myself admittedly). David Sánchez discusses this week at his (Spanish language) blog Noticias de Prehistoria - Prehistoria al Día the existence of several most intriguing conic screw pieces found in Gravettian and Magdalenian sites from Dordogne (Aquitaine, French Republic), a district that (because of its great density of findings and cultural centrality for Middle and Late UP European prehistory) I have sometimes dubbed the Paleolithic Metropolis of Europe.
the article goes on to say that they think that wineskins had hollow bones put into the neck, and that these were screwed into the bone to make a stopper.