Most USB flash controllers support being read-only by either just being read-only or emulating optical drive. Obviously for the WORM usecase this is only an software solution inside the controller configuration as the underlying medium is still writable/erasable flash. In theory one could replace the flash with some kind of mask ROM with NAND-like interface and make it truly read only, but the cost makes that impractical for most applications.

Then there are LTO tapes that have WORM version, which is notionally not overwritable, but that is IIRC also only enforced by software (of the drive).