Yeah, the Worms copy protection was annoying, but effective in that it couldn't be photocopied. Thankfully it was dropped for Worms: DC.
There were lots of games with excellent manuals back in the day. Particularly memorable ones for me:
- Sim Ant
- Sim Life
- (Basically all of the Sim games IIRC had excellent, detailed manuals)
- A-Train
- Railroad Tycoon, including a nice flashcard for identifying the little pixelly buildings in the days before pop-up help text
- Civilization (again, included a good flashcard)
- Frontier included not only a lovely manual (including a chapter entitled "Mechanics of Space Flight" which gave an introduction to the Newtonian flight model) which was framed as the manual for your ship, but also a brief novella of background story
- Birds of Prey, again a very detailed manual that went beyond pure gameplay requirements to give an introduction to flight dynamics
Special mention for my Dune II manual. I bought it as a budget re-release, and the manual had clearly been photocopied (badly) from the original. Not only that, two pages with kinda important information on unit types were totally blank
I'm sure the original manual was good, but I've seen people put more effort into pirated manuals than this re-release did.