In many parts of the country, yes, you get worms this way.

Hookworms directly or some other worms via eggs into small cuts.

Not in the US. They're very rare in the US, and everywhere with indoor plumbing.

People who are deliberately trying to get infected as a treatment for their Crohn's or arthritis have literally resorted to travelling to the third world.

This whole concept sounds like a South Park episode waiting to happen.

Curing asthma with hookworm...

http://www.kuro5hin.org/story/2006/4/30/91945/8971

http://www.kuro5hin.org/story/2009/3/16/3408/66053

And hookworm is trivially treated with antibiotics.

Soil transmitted helmiths (aka worms) are a huge medical burden on the world. CDC estimates more than 1 billion people are infected.