Worms are huge burrowing creatures with tube-shaped bodies and gaping mouths, as well as bumps and spikes all over their bodies. They're usually accompanied by their Tails, which are smaller sausage-shaped entities that act as separate enemies; depending on the game, they may be the back end of a Worm or independent beings.
Worms are usually found in desolate areas, like deserts and cemeteries. They are considered to be extremely revolting, to the point where even Matt expresses reluctance to eat them in some cases (him and Natz having once "died" from misadventure, had there otherwise been no plot armor); in others, attempting to consume their remains ends extremely poorly (like the afore-mentioned anecdote).
Worms are high-tier enemies that are usually encountered towards the middle or the end of their respective games; the Sand Worm in particular made its debut as a full-fledged boss, along with its Sand Tail. The most dangerous aspect of these foes is their ability to inflict a fairly wide variety of status effects; between the different species, Worms are capable of burdening players with Poison, Doom, and various stat debuffs. They are also notorious for using more lethal attacks as their health dwindles, including a bloody vomit attack when they are severely damaged - this deals heavy Bio damage, Poisons all party members, and debuffs several stats at once.
The Tails are neither as lethal nor versatile as the Worms they accompany, but they can dish out a good amount of physical damage with their attacks. They can also inflict a few status effects of their own, namely Stun, Stagger, Poison, and/or Death, depending on the species. They can also respawn in most cases, so incapacitating them with status effects or heavy debuffs may be more efficient than killing them outright.
Thankfully, Worms and their Tails tend to have several weaknesses, giving players a number of feasible options for taking them down. These weaknesses vary between games, but Earth and Holy seem to be common recurrences throughout the series. Their Accuracy also tends to be below-average, which the party can exploit by buffing their Evade or further debuffing the enemies' Accuracy.
Epic Battle Fantasy 2
Epic Battle Fantasy 3
Epic Battle Fantasy 4
Epic Battle Fantasy 5
Both members of the Worm family seen in EBF5 were added in the v2 update.