Lots of them. 'We Are The Beaver', 'Log In To You', 'Idiot Road', 'The Last Saskatchewan Pirate', 'Wolf Island Ferry', among others.
'Song In My Head', a bonus track from their 'Gift Wrapped' compilation album, is a song about an Ear Worm (in the trope sense), and it's an Ear Worm itself.
Misattributed Song: The Arrogant Worms are sometimes mistakenly credited with the War of 1812 song and 'The Toronto Song' (also known as 'The Ontario Song' among other titles), both of which were actually written by Three Dead Trolls In A Baggie. They've also been linked to the "Assumption Song" by Vito Petroccitto Jr.