In the beginning, only Arrakis has worms. Already in Dune Messiah somebody captures a worm and by Children of Dune it seems pretty common knowledge, that worms evolve from sandtrouts. In the last two book of the series (Heretics and Chapterhouse) it seems to be a pretty easy thing to move some trout and start the spice cycle on some other planet. So for example, in Children of Dune, why doesn't House Corrino succeed?
Because they seem to lack one or two key detail(s) that as far as I recall only three or four characters speak to knowing up to the time of God Emperor; firstly spice worlds start out as water worlds, not desert planets. And second that the sandtrout are actually the neophyte stage of the sandworms (this seems to be more widely known in God Emperor of Dune but by then Leto II has all but wiped them out):
In Children of Dune Ghanima says something to Leto II to the effect that they both have ancestral memories of Arrakis as a water world, "yes it was like Caladan once, before the sandtrout came." And Leto II later notes that "... Lake Azrak, the gypsum plain where once there’d been open water in the days before the worm." The world of Chapterhouse where the Bene Gesserit make their first attempt to make spice is deliberately desertified in an attempt to make it more suited to what they believe are the last sandworms in ignorance of the fact that the sandtrout are the necessary first step. So everyone focuses their efforts to cultivate spice on finding worlds that are arid enough to support adult worms. The sandtrout multiply by binary fission in the presence of water; this is shown when Leto II attacks a water canal and spills its waters onto the sand. The adult worms don't ever breed so programs focused on them always fail.