Most fish love bloodworms -- live, frozen or freeze dried. Unfortunately, a substantial segment of the human population can suffer life-threatening allergic reactions and asthma attacks when exposed to these bugs. Fortunately, most fish have other favorite foods that don't send folks rushing for an epi pen.
Daphnia are tiny crustaceans of the genus Daphnia. Also called water fleas, fish love to hunt these critters. You can find this crustacean in small ponds in many parts of the country. You can also culture them at home in plastic tubs to ensure a constant supply. The small size of these organisms makes them ideal for small fish that have trouble with larger live foods. You can also purchase freeze-dried and frozen Daphnia from most pet shops.
Many people know brine shrimp by the name sea monkeys. You can hatch brine shrimp at home in a soda bottle. Newly-hatched brine shrimp make great food for small fish. If you want to raise brine shrimp to a larger size, you can raise them in a small aquarium on a diet of baker's yeast. You should also dose them with nutritional supplements. You can get these online or at high-end pet shops. Like bloodworms, pet shops may sell brine shrimp alive, frozen or freeze dried.
Since bloodworms are actually insects, many fish that like them will also enjoy fruit flies. You can culture fruit flies at home in 1-gallon jars. Several recipes for fruit fly media are available online, but most involve potato flakes, baker's yeast and fruit. To avoid the mess and mixing, you can sometimes purchase fruit fly media -- or even the flies themselves -- online or at pet shops. Several species of fruit fly are available in flightless varieties in slightly different sizes.
Mosquito larvae are very, very similar to bloodworms, and any fish that loves one will love the other. Some pet shops sell them in frozen form. You can also collect them from buckets in your yard. However, always harvest and feed them quickly to avoid unleashing a plague of mosquitoes.