No, they do not.
Depending on the density, there will be pockets of air, especially if the ground is really loose. Worms and some other annelids breathe through their skin., so they don't even have to stop.
annelids
Are annelids vertebrate
Annelids have an anus
Yes, Annelids are invertebrate animals .
Yes, Annelids have bilateral symmetry.
Oxygen is everwhere. On earth, in the air, and on land. The animal does not need to gather oxygen.
a annelids body covering is very tiny hairs
a annelids body covering is very tiny hairs
annelids are commonly found in wet or moist environment's
annelids (such as worms) dont actually have skeletons, but are soft-bodied