The correct option is C Millipede, crab, centipede, cockroach
Leech belongs to the phylum Annelida, locust is an arthropod, sea urchin is an echinoderm while lobster is an arthropod.
Starfish is an echinoderm, jellyfish belongs to the phylum Cnidaria, cuttlefish and octopus are molluscs.
Neries and earthworm are annelid, flatworm is planarian and roundworm are nematodes.
Millipede, crab, centipede, cockroach all belong to the phylum Arthropoda.
Therefore, the correct answer is option C.