We provide experimental evidence that stable vortex-solitons in nematic liquid crystals, termed vortex nematicons, can be generated in planar cells without any external biases, neither electric nor magnetic. We report on nonlinear vortices with extraordinary-wave beams in various undoped samples, pin-pointing how material nonlocality and birefringence aid their stable propagation. Finally, we also demonstrate confinement and waveguiding of an incoherent co-polarized probe signal by the nonlinear vortex.