The Sand Worm is a creature that appears in "Red Starved." It is another mode of transportation for Princess Bubblegum, the others being The Morrow, Swan, Jelly Horse, and Lady Rainicorn. In the episode, Princess Bubblegum rides in on the creature from above, entering the sand cave Finn, Jake, and Marceline are trapped in. After Marceline drinks all the red out of Princess Bubblegum, they all hop inside the sand worm's mouth. Princess Bubblegum then says, "Sand Worm, up!" and the giant worm starts tunneling back up the way it came, as the room fills with lava.
The sand worm is very large and has a red see-through glass cover in its mouth that can open and close. There are multiple tubes dangling down from the roof of its mouth that connect to a cap that Princess Bubblegum wears to control the worm.
The worm appears to be fireproof since it does not react to the touch of lava.