Soft, worm-like robots show promise in complex and constrained environments due to their robust, yet simple movement patterns. Although many such robots have been developed, they either rely on tethered power supplies and complex designs or cannot move external loads. To address these issues, we here introduce a novel, maggot-inspired, magnetically driven “mag-bot” that utilizes shape memory alloy-induced, thermoresponsive actuation and surface pattern-induced anisotropic friction to achieve locomotion inspired by fly larvae. This simple, untethered design can carry cargo that weighs up to three times its own weight with only a 17% reduction in speed over unloaded conditions thereby demonstrating, for the first time, how soft, untethered robots may be used to carry loads in controlled environments. Given their small scale and low cost, we expect that these mag-bots may be used in remote, confined spaces for small objects handling or as components in more complex designs.