That last sounds rather leechy - leeches tend to be a bit tail-heavy.
That's pretty much how all the annelids (segmented worms) move. They contract the rings of muscle, and that causes them to extend while getting skinny. Leeches, Earthworms, and those suggested above are all annelids, so they would all demonstrate this type of movement.
Just comparing to nematodes(round worms), that lack the segments, and can only move in a snake-like manner.
I'm not sure that leeches would really burrow, and when I had one in the aquarium, or seen them in the wild, they were usually anchored on at least one end with a sucker (or their mouth).