YES - I have seen folks who bring worms into my clinic, or small stool samples with bugs in them. It DOES happen, although not commonly. I believe that some confuse undigested food particles or mucus for "worms" though.
I have a good friend who is a top colon therapist, and some of the photos I've seen in her clinic make your hair stand on end on the back of your neck when it comes to parasites and yeast presentations. parasite infestations do happen, and unless you are in this business you may tend to think that a lot of these reports are fake or exaggerated.
A CDSA stool test will reveal what the eye can't see, and don't forget that most all parasites are way too small to see with the eye. The very word "parasite" kind of makes you think of some kind of Godzilla in the bowel, LOL.