From Nookipedia, the Animal Crossing wiki
The Long Locust (ショウリョウバッタ, Shōryōbatta) is a green insect that can be seen and heard roaming the grass areas of town. It is naturally camouflaged by its green exterior and the green grass that surrounds it. Its location is found prior to hearing it close by. It can be found between August to November in Wild World and May to November in City Folk and New Leaf, between 8am to 7pm. If the player goes near it, the locust will travel away; if it goes to the water, it will disappear.
In the "Bugs and Fish" window in City Folk, it says "The name for this insect comes from its elongated head."
Donating to the Museum
In Animal Crossing
"I have a rather difficult time dealing with the soft underbellies of grasshoppers. They're...vulgar. And their legs! Why do they come off so easily when one merely handles the beast? Blech! Simply horrid!"
In Wild World
"I feel I must inform you the female long locust is much larger than the male. As such, I suspect this one you brought is, in fact, a female specimen. I don't mind telling you, it's not only bigger in size, but in wretchedness, wot? Then again, I suppose the males are quite wretched enough in their own right."
In City Folk
"Female long locusts are a great deal bigger than their male counterparts. Of course, gender aside, these locusts are large in general, hence the name. I must say, regular locusts are rather creepy enough. Being longer simply makes these ones even creepier."
The Long Locust appears in the first section of the exhibit, passed the butterflies and next to the small weed next to the pond.
In New Leaf
Upon being donated, the locust can be found in the first room of the bug exhibit jumping around near some bushes. The exhibit has this to say about the Long Locust:
"When male long locusts jump, you can hear the trademark stridulation noise they make. Long Locusts can be green as well as brown. The brown ones usually hide near dried grass or brown areas. While males are long, females are consistently much longer, making it simple to tell them apart. "
Names in other languages