Chu Worms are enemies from The Legend of Zelda: Twilight Princess. These bug-eyed, insect-like creatures are found in both the Lakebed Temple and the Cave of Ordeals. Chu Worms are surrounded by a liquid bubble that renders them invulnerable, so Link must either destroy the bubble or remove the Chu Worm from it in order to defeat it. A Bomb Arrow achieves the former, while the Clawshot accomplishes the latter. Once bereft of its protection, a Chu Worm can easily be defeated with four swipes of the Master Sword.
If the Chu Worm is defeated yet its bubble is left unharmed, it will dissolve following its death. This would seem to imply some sort of link between the two.
The "Chu" in Chu Worm is likely a reference to Chus, whose gelatinous consistency appears similar to that of Chu Worms' protective bubbles.