We present a scheme to entangle the vibrational phonon modes of two massive ferromagnetic spheres in a dual-cavity magnomechanical system. In each cavity, a microwave cavity mode couples to a magnon mode (spin wave) via the magnetic dipole interaction, and the latter further couples to a deformation phonon mode of the ferromagnetic sphere via a nonlinear magnetostrictive interaction. We show that by directly driving the magnon mode with a red-detuned microwave field to activate the magnomechanical anti-Stokes process a cavity-magnon-phonon state-swap interaction can be realized. Therefore, if the two cavities are further driven by a two-mode squeezed vacuum field, the quantum correlation of the driving fields is successively transferred to the two magnon modes and subsequently to the two phonon modes, i.e., the two ferromagnetic spheres become remotely entangled. Our work demonstrates that cavity magnomechanical systems allow to prepare quantum entangled states at a more massive scale than currently possible with other schemes.