What courses would deal with this in college?

None, really. None of those things have been shown to actually exist. Parallel worlds, time travel, and worm holes are theoretical physics, but nothing you'd actually study at the undergrad level, and are dismissed by most physicists anyway, and the Bermuda triangle is just a superstition. There are no more boats or people lost there than any other major shipping route on Earth. Some colleges teach cles on debunking the paranormal, but that's probably as close as you'll get.