As far as the butterfly goes:
I get most of my butterflies when a resident asks for them for a favor. If I got such a request and didn't have that butterfly in the museum, tough luck to the townie! It is easier to spot butterflies if your flowers are all in one place. I used to get them easily now I have flowers all over the housing lots and I have to run through the whole town looking. I don't mind because I have all the butterflies in my museum collection, but it's a pointer for those who don't.
And for the other two, keep looking. One may not have appeared in the game yet, probably seasonal and I don't have it either so in my mind that says its season has not arrived. (Ego, ego, ego.) As for the other:
The worm comes out in the rain. It's fairly rare. Check in the middle part of the VT world: in town, especially up against buildings or on the grass near them, behind Town Hall, and on the banks of the middle river. It's an earthworm and behaves fairly normally - in dry weather it's underground (but I've never heard of anyone digging one up in VT) and when it rains it comes "upstairs" so it can breathe.