Disclaimer: I don't own Futurama. They belong to the great one Matt Groening. And Fox I guess.
Moon worms are commonly found on the moon and not so commonly in American Military bases and the subways of New Jersey. They are a shy creature, despite growing to a length of between 50-70 metres. They feast on moon cheese found just below the surface of the moons crust, which they get at by tunnelling underground. When there is abundance, they eat moon sapphires (Although when they are found in Military bases and subways they more commonly eat toxic waste and hot dogs- things no other creatures in their right minds would go near with a 50 foot pole tied to another 50 foot pole).
Under the moons surface there are vast cities of tunnel systems created by the worms. Humans, despite several visits to the moon have never found them, as they are excellent at camouflage able to disguise themselves as rocks and Lunar Landers.
Just because humans haven't found them doesn't mean other races haven't. The native people of Mars have discovered that the worms taste very nice roasted and sautéed in some moon cheese sauce. (To learn more about Moon worm cooking see "Three More Great Recipes" By Elzar. Only 79.99 from all leading bookshops)
This has lead to a dramatic decrease of their numbers causing them to be put on the City of New New York's list of endangered species along with Bigfoot, The Loch Ness Monster, werewolves and Liberal Prime Ministers.
According to leading Hippie conservationists, the moon worm will be extinct by 2801 if precautions aren't taken immediately. Anti eating activist group Mankind for Ethical Animal Treatment (MEAT) have been raising funds for a moon worm sanctuary on the dark side of the moon, with profits of a Tofu drive. They have currently raised 4.50. They also started a petition to outlaw hunting of moon worms, which has so far collected over 100,000 signatures. It was submitted to the Mayor's office and lost in a sea of bureaucracy.
They reproduce with a cloud of spores, released by the male moon worms, which float around until finding a female to hold them until reaching maturity, which takes 500 years. In part this long period in which a moon worm take to develop is believed to have contributed to their dwindling numbers. Also the tendency of mother moon worms to eat their young probably hasn't helped a great deal.
A/N: This is the product of an English lesson last year. The teacher gave us pictures to inspire us and we had to write for a minute. I had a picture of the earth from the moon and I remembered the Futurama episode "Crimes of the hot" where Al Gore's head says "I have ridden the mighty moon worm!".