It's Assault Girls (Japan-2009; dir. Mamoru Oshii). Read about it on Undead Backbrain.
Basically it's about three female hunters on a desert battlefield, fighting Suna Kujira (literally, sand whales), with assault guns and other futuristic weapons. The biggest worm is Madara Suna Kujira (spotted sand whale).
I wonder if there's a plot?
Now, courtesy of Quiet Earth, here's the trailer:
- Source: Quiet Earth via Avery