[BrazzVuvuzela]

If you're speaking colloquially, earthworms are bugs but they aren't insects. If you're being pedantic, houseflies are insects but they aren't bugs.

[ironmagma]

I've also heard lobsters described as bugs, since they are crustaceans similar to woodlice.

[BrazzVuvuzela]

It's probably easier to list the invertebrates that aren't commonly called bugs than those that are. Squid, octopus and jellyfish get a pass. The immobile ones like corals and sponges as well, but I think that's about it.