We show that high-temperature expansions may serve as a basis for the novel approach to efficient Monte Carlo simulations. "Worm" algorithms utilize the idea of updating closed path configurations (produced by high-temperature expansions) through the motion of end points of a disconnected path. An amazing result is that local, Metropolis-type schemes may have dynamical critical exponents close to zero (i.e., their efficiency is comparable to the best cluster methods). We demonstrate this by calculating finite size scaling of the autocorrelation time for various universality classes.PACS numbers: 75.40. Mg, 75.10.Hk, 64.60.Ht Metropolis scheme [1] is usually the most universal and easy to program approach to Monte Carlo simulations. However, its advantages are virtually canceled out near phase transition points. It is believed that any scheme based on local [2] Metropolis-type updates connecting system configurations into Markovian chain is inefficient at the transition point because its autocorrelation time, τ , scales as L z , where L is the system linear dimension and z is the dynamical critical exponent which is close to 2 in most systems [3,4].An enormous acceleration of simulations at the critical point has been achieved with the invention of cluster algorithms by Swendsen and Wang [5]. However, the original method and its developments (both classical and quantum) [6][7][8] are essentially non-local schemes, and we are not aware of any exception from this rule.In this Letter we propose a method which essentially eliminates the critical slowing down problem and yet remains local. The corner stone of our approach is the possibility to introduce the configuration space of closed paths. Closed-path (CP) configurations may be then sampled very efficiently using Worm algorithm (WA) introduced in Ref. [9] for quantum statistical models in which closed trajectories naturally arise from imaginarytime evolution of world lines. In classical models the CP representation derives from high-temperature expansions for a broad class of lattice models (see, e.g. Ref.[10]). In 2D, another family of WA may be introduced by considering domain-wall boundaries as paths.We note, that our approach is based on principles which differ radically from cluster methods and, most probably, has another range of applicability. For one thing, the CP representation is most suitable for the study of superfluid models by having direct Monte Carlo estimators for the superfluid stiffness (through the histogram of winding numbers [11]) which are not available in the standard site representation.In what follows we first recall how high-temperature expansions work by employing Ising model as an example (still, trying to keep notations as general as possible). We then explain how WA is used to update the path configuration space. Next, we discuss specific implementations of WA for |ψ| 4 -, XY-, and q = 3 Potts models, and comment on the special property of 2D models which allows an alternative CP parameterization of the configuration space. The ef...