Here is an image of such a mole rat: Eremitalpa granti. There do not appear to be many studies focusing on how mole rates 'sandswim', but what there is reveals some interesting facts. Apparently someone has already measured how much energy it costs: sandswimming costs 80 times as much energy as running on the surface! That is a heavy price to pay, but sandswimming is still much less costly in energy terms than burrowing, i.e. scraping at the soil and carrying it away to create a tunnel that will last for a while. Of course, you can use a tunnel many times, meaning its cost decreases as you use it more often, in contrast to sandswimming: each trip is as expensive as the next. Unfortunately I could not find any video material of a mole rat sandswimming, so I cannot show you that (the main -but not only!- reason being that such a video might show some sand moving, but not the mole rat underneath...). But if you wish to know more about them, there is at least one nice entry on them in Darren Naish' justly famous Tetrapod Zoology blog.
I did find something else that is interesting for those who wish to design sandswimming animals: how do they breathe? There are two problems here; if breathing involves expanding the chest against the outside world, the sandswimmer is in trouble, as that would require some additional shifting of sand. So you had better design an air pump that only shifts volumes within the body, keeping the external volume unchanged. The second problem is whether the poor sandswimmer can extract enough oxygen from the air between the grains of sand; if it then breathes out, does the air circulate fast enough to get fresh air with the next breath? Perhaps it should suck in air at one end of its body and exhale it at the other (that is what Furahan hexapods do, but not to enable sandswimming). Problems, problems...
You had better make the animal small and give it a low metabolism, so it will not need that much oxygen. Well, someone studied how mole rats breathe (Seymour & Seeley. J Arid Environments 1996; 32: 453-461). The authors did some mathematical modeling and concluded that mammals weighing up to 200 grams could comfortably exist completely encased in loose sand. Mole rats are a lot smaller than that, at 15-40 grams, but that upper limit of about 200 grams does not exactly allow for an impressively large sandworm. Before anyone corrects me, I am aware that Dune's sandworms are supposed to produce oxygen, not use it. But if anyone wishes to create a sandswimmer with a more conventional type of metabolism, this is something to reckon with.
Sandfish disappearing under the surface
Baumgartner et al PLoS One 3(10): e3309. doi:10.1371/journal.pone.0003309
Baumgartner et al PLoS One 3(10): e3309. doi:10.1371/journal.pone.0003309
There is much more research going on concerning sandswimming lizards (perhaps they are easier to keep in a terrarium). One species is even called the 'sandfish' (Scincus scincus). Over the last few years people have studied their mechanics and came up with a few interesting results, the main one being how they actually swim. At first there was a notion that they used their small legs to loosen the sand to make it more fluid, allowing them to swim through it by undulating their bodies. These researchers used nuclear magnetic resonance to take a look through the sand. The image above shows such an NMR of a sandfish beneath the surface. As the legend says, the legs are sticking out; but is it at rest or actively moving?
Afterwards other researchers went one further and used high-speed x-ray imaging. While diving the animal does use its legs, but while sandswimming it keeps its legs close to its body. Here are some images of how it does so. Above the surface its legs stick out in typical reptilian fashion (C) but they are held back when the animal is swimming (E). The body goes through very pronounced sideways movements in order to move forward a bit; it does not look like an effective means of propulsion at all.
You might think that that is the end of the story, but not so. People actually built a sandswimming robot that undulates just like the sandfish does. That is what the video above shows, along with some more footage of an actual sandfish. There is a nice page at PhysicsCentral with some more data on this particular study.
Compared to a 400 m Sandworm of Dune a 40 gram mole rat or a sandfish lizard are less imposing. Then again, they are real, and I personally find the scientific story of how sandswimming really works just as exciting -in a different way- as a good science fiction story. I can't wait to find out what's next.