It's just slang.

It used to sound strange and drive me up a wall. My best friend in high school was from North Dakota and her family used that one and a ton of others that made me feel like I was watching, "Fargo." After a while, I picked it up and I have to admit to using it quite regularly now. Ending a sentence with a preposition is probably one of the most common grammatical mistakes, but most people don't realize that they (or anyone else) are doing it. The rule that we were taught in school was, "Never end a sentence with a preposition." This doesn't really apply in many cases these days. It has become acceptable to say or write, "What is she listening to?" Even though "to" is a preposition it is acceptable to use it because it is part of the word pairing "listening to." Although the rule has relaxed, the example "Do you want to come with?" is still incorrect. Phrasing it that way would make "with" function as an adverb and it clearly isn't an adverb. Another grammar no-no that irks me is somewhat popular here in the southern US. Some true southerners use the word "done" for every reason under the sun. -I done my homework already! -He's done eat a whole pizza. -She ain't done no such thing!

I don't know why I say it, but I do say that!! It's terrible grammar, I know... but it actually sounds normal to me now. :)

I would be waiting for the rest of the question. That is an incomplete question, come with whom? If I was left waiting I would get rather irritated

If someone said "Do you want to come with?" then yes. "Wanna come with?" Not so much... if your going to Colloquialize it just colloquialize the whole sentence.