Sometimes worms (or damage/cysts caused by worms which they could biopsy) will show up in a colonoscopy and they will find them, but remember that in a colonoscopy they're really only examining a very small section of your overall gastrointestinal tract. Heck the type of worm I am infested with mainly lives in your fatty tissue and isn't even believed to lay eggs in humans so most tests involving the GI tract aren't even useful for detecting it!
From my experience though, parasites seem to be the last thing on many a gastroenterologist's mind, and if they don't find anything seem to usually tell you you have "IBS" (as I was told by one, before any tests were even done!)