What do you worry about?
This has a more general feel to it. It could be limited to a certain context (e.g., "What do you worry about at work?"), but it still is ongoing in nature.
What are you worrying about?
This is much more about the present context. "You look worried. What are you worrying about?"
There is also:
What are you worried about?
To me, this is much closer to the second one than the first, and even further along a spectrum of specificity with regards to time. Where the second one is about now, but also stretches back in time a bit, this last one is much more about now, suddenly.
At least, this is what these phrases evoke for me without context. They can always be modified: "What are you worrying about nowadays?" "What are you worried about today?"