According to my vet they are not at all rare in the US , in fact they are fairly widespread. They are transmitted through mosquito bites. Don't think your dogs fur will protect him or her, they can still be bitten. I had a dog once who died of heartworms (I had never heard of them before) it wasn't a nice way for him to go. I now protect my dogs religiously.
Heartworm is deadly!
It is also completely preventable. A monthly dose of Heartguard or similar heartworm preventative only costs about $6....That sure beats the treatment which is very painful for the dog and can run into thousands of dollars.
Visit the following website and click on the heartworm link to learn all you ever wanted to know and then some!
Heart worms are not rare and they WILL kill a dog if left untreated.
Heart worms are from mosquitos and like one poster said, a dog's hair cannot protect him from being bitten. Please get your dog treated asap.