NO I don't put them in my pocket but a zip-lock bag.
I live in Florida, every day when I go out for a walk in the morning, I am on the look out for worms crawling along the roadway and gutters. After a good evening rain, I can come up with a good dozen worms from walking 1.75 miles in the development where I live.
Most people walk around carrying plastic bags, BUT for another reason, to pick up after their dogs. I carry mine for the worms. In the bag I have added some spagham moss(spc) and some water for moisture. Some of the worms look like they need hydration. With the water and moss they look to be in good shape when I get home. I place the worms in a 5 gallon plastic bucket, I have in the garage, which contains Florida dirt and moss. I keep a check on the worms and they burrow down and so far they are doing GREAT. The heat has not seemed to bother them.
Where I lived in North Carolina I would go out in the yard, place a spading fork in the ground and vigorously rub a section of rebar across the outside tines. The vibrations would cause the worms to come shooting out of the soil.