We report the observation of superconducting vortices in pure and lightly Al doped MgB$_2$ single crystals. Low field experiments allow for the estimation of the London penetration depth, lambda ~ 1900 $AA$ for T$sim$6 K. Experiments in higher fields (e.g. 200 Oe) clearly show a triangular vortex lattice in both real space (13 $mu$m by 13 $mu$m Bitter decoration image of over 1000 vortices) and reciprocal space.
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