When a Worm dies, it would explode and only its grave can be seen after the detonation. There are multiple ways a Worm can die, but they only explode when their health reaches zero. When they drown, nothing happens, they only sink to the bottom of the ocean, desperate for oxygen (and they also make a silly face in Worms 2 and a few other Worms games). However, when a Worm drowns in Worms 4: Mayhem and Worms: Ultimate Mayhem, they don't sink; they float for a few seconds and they explode in the surface of the water, slightly damaging nearby Worms. And when a worm falls into the water from a great height, they sink a little, then eventually rises to the surface of the water until they stay still, and then they explode.