Depending on your question, you could mean the team that you think is the worst, or you could be referring to being bad in a statistical way. By statistics, the Pittsburgh Pirates in 2010 had the worst record in the Major Leagues. The Baltimore Orioles had the worst record in the American League. In all of baseball history, you could mean in World Series wins or some other statistic, so the answer would be the Philadelphia Phillies in their 127 year history with 10,232 losses.
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Pirates because they haven't been to the World Series since 1979. Plus the have a lot of bad history in their ball club. But... the best years of the Pirates were when they had " Honus Wagner '' So I hope I answer your question :)P