I noticed something interesting: in Google Scholar, when you punch in Young as author and the reasonable search terms 'rat' 'maze' 'sand' restricted to before Feynman's lecture, only 3 items pop up.
I don't have access to the 3, so I've requested them: http://lesswrong.com/lw/ji3/lesswrong_help_desk_free_paper_downloads_and_more/auye
(Frustratingly, Young wrote a whole textbook on rats/mice available on the Internet Archive - the year before Feynman says he did the experiment! Another textbook, Emotion in man and animal: its nature and dynamic basis, isn't on IA but is in Google Books; checking it with a few keywords like 'sand' and 'smell' and 'third', doesn't seem to throw up any particularly good hits.)
For anyone interested in helping with this problem, I have started a page in my wikipedia sandbox.
https://en.wikipedia.org/wiki/User:Niels_Olson/Young%27s_1937_experiment_on_rats