From Nookipedia, the Animal Crossing wiki
The Bell Cricket (スズムシ, Suzumushi) is an insect in the Animal Crossing series series. It can be found in autumn, between the months of September and October. It can be found in tall areas of grass in Animal Crossing, although it is heard only. In Animal Crossing: Wild World and Animal Crossing: City Folk, it can be found anywhere on the ground and is easier to catch than in the previous game.
Donating to the museum
In Animal Crossing
"I actually find their voices quite soothing. On an autumn evening, when their cries fill the air...Delightful! Their appearance however, is not in the least bit engaging, and actually borders on repugnant. As for myself, I find them no better than cockroaches. Blech! Vile. Vile indeed. Truly, dirtily vile, eh wot?"
In Wild World
"The chirping of the bell crickets is interesting and even rather charming, wot! But the movement of their wings when they cry out... Blech! Gives me hives..."
In City Folk
"Bell crickets top my list of insects one should never look at directly... Such a vision of horror! A slick black body, long antennae, and foul wings that shake when it chirps! Blech! How can one be expected to abide such an odious monster?!"
The Bell Cricket is located on the second tier of the insect section, in the area just above the ramp from the first level.
In New Leaf
Upon being donated, the Bell Cricket can be found in the upper left room of the bug exhibit, near the rafflesia.
"The chirping sound of bell crickets is considered beautiful and tends to represent the coming of fall. This easily recognizable chirping is created when males of the species rub their forewings together. The resulting sound is much higher in pitch than the human voice, so it can't be heard over a phone."