No, they don't exist, and they can't exist. But if they did exist, it would be like if space time were a piece of paper, where one point in time is at one end of the paper, and another point in time is at the other end. A worm hole is like if you started at the first point, folded the paper in half, poke a hole through it, and ended at the second point. Completely violation of the laws of physics.