I wouldn't say any majors are worthless, but there are some majors that you graudated from will be harder to get a job in the general job market. Majors like natural science or liberal arts will be harder to find jobs.
I've known a friend who graduated with a biology major and apply for a bank job. I don't even know how you answer the question when the interviewer ask you why you choose biology and come interview for a bank job. Whatever reason you come up with will be a far reach believable lie.
I think sometimes students just go with their immediate hunch on what major they want to be in instead of thinking what career they want and can be in. That's why we have a bunch of people who has undergraduate degree in majors that require advanced degree to succeed in the job market.