Definitely specially if your are in the southern US

Absolutely!
http://www.vetmed.auburn.edu/fhd/

Yes!!  I've have two cats with heartworm and one of them had to be put to
sleep because of it.  He couldn't breathe because his lungs kept filling up
with fluid.  The vets would draw off the fluid but the tissue would start to
get adhesions and after several "taps" they could get very little fluid out.
It was horrible.

Cat's aren't the preferred host but they can definitely get heartworms and
there's no good treatment for them (at least when my two were sick 3 or 4
years ago.)  The blood vessels of a cat are so small that when the adult
worms die, they break up and can clog the vessels.  Heartworms may not be
endemic where you live but they are a real problem in some areas, warm areas
with mosquitoes.    I live in Northern California and although much of the
state is heartworm free we happen to be in an endemic area.  All my cats
(seven) are indoors and are on heartworm preventative as are our two dogs.
It's not cheap but we spent well over $2000 when Sam was sick and then he
had to be euthanized.

Just my 2 cents.  Bonnie