They live in burrows in soil and, unlike the composting worms, are not prolific breeders. Those available are collected from the wild, further depleting the environment. Additionally, they must be maintained in quite cool conditions. I mainly fish for crappies and Canadian Nightcrawlers that my bait store sells are too large. Fishermen for decades have successfully used Red Wigglers with excellent results.
Fish seem particularly attracted to their scent and action on the hook.
You may also consider feeding ground kitchen waste. See Vermicomposting for additional information regarding this feeding method.