Theoretically, a wormhole could be created by using gravity to bend/warp spacetime so that two distant points are brought closer together. However, to go any reasonable distance, it would take quite a bit of gravity. Probably more gravity than a ship could reasonably take. Then again, nobody has really taken the time to play around with a few black holes and try this stuff out. This is also the basic theory behind Warp drive in Star Trek, where spacetime is bent in front of the ship as to shorten the length of space there is to go.