I guess everyone has pretty well covered the subject. Mushrooms are a fungus that grow on dead or dacaying matter (peat moss, leaves, wood, manure, etc.) Commercially grown mushrooms are grown on sterile matter ... so you don't have to worry - it's clean "stuff".
When buying mushrooms you want ones that are dry (not wet and slimey) and not discolored. They should smell earthy. Clean them before you cut them ... a brush, paper towel, kitchen towel, or a quick rinse in water - it doesn't matter. Yes, mushrooms will absorb a little moisture if you rinse them with water ... a very insignificant amount - mushrooms are already about 80-90% water. When you start to cook them the water comes out ... you'll never notice it.
Oh, Alton Brown's myth busting episode is, how can I say this .... a TV dramatization of a portion of Harold McGee's book, The Curious Cook.
As for giving them a rinse with water because other people have handled them ... if it makes you feel better then by all means do it. Washing them under running water will knock off some of the bacteria, and the clorine in the water will kill a few more ... but it won't kill any viruses. You'll actually kill the "bugs" when you cook them.
As for the worms .... I wouldn't worry about the ones crawling around on the mushrooms. That's fairly common to find in coastal locations like Galveston. I would be more concerned about the ones in the fish ... they are parasites.