spring trig
Anaxipha vernalis

Late juvenile with endoparasitic worm that emerged from it; Chester County, Pennsylvania.

Photograph by David H. Funk, Stroud Water Research Center, used by permission.

Worms similar to this that emerge from Orthoptera are either mermithids (Nematoda: Mermithidae) or horsehair worms (Nematomorpha). This is a mermithid, and this is University of Florida nematologist Khuong B. Nguyen's advice on how to tell the difference: Place the worm on a glass slide and inspect under a microscope. If you can see through the body with some structures inside (especially at both ends), it is a mermithid. If you cannot see through the body, it is a nematomorph.