While going through World 3, Wiggler's segments will be separated, and you will have to find all 4 to access the boss. However, after you "subdue" a segment, it will follow you anywhere you go in World 3, and if you take it to specific places, it will inspire the segment to write a new page for Wiggler's Diary. Note that it doesn't really matter which segment you take where. Also, be warned that these are the ONLY permanently missable things in the game, so be sure you have all five before returning the fourth segment to Wiggler.