From Nookipedia, the Animal Crossing wiki
The Migratory Locust (トノサマバッタ, Tonosamabatta) is an insect in the Animal Crossing series. It first appears in Doubutsu no Mori and again in Animal Crossing: Wild World, Animal Crossing: City Folk and Animal Crossing: New Leaf. It makes a unique sound, best described as a stick rattling against a metal fence, distinguishing it from other insects in the game.
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 beasts? Blech! Simply horrid!"
In Wild World
"I wonder if the migratory locust thinks about where it's going to go next? Frankly, I suspect it plans not at all and just flies about willy-nilly... Hardly a recommended way of traveling, eh wot? Hoo... But I digress..."
In City Folk
Blathers will say this upon donation:
"Ah, hoo, migratory locusts. As their name suggests, they fly far...quite far, in point of fact. These insects will fly as a group into fields, devour all the crops, and completely devastate the land. Just one of these beasts is sufficiently horrifying, so imagine how abominable a swarm would be... Blech!"
The Migratory Locust can be found near the Dung Beetle and Long Locust.
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 Migratory Locust:
"Migratory locusts are large insects that can jump up to 32 feet (9.8 meters), as they open their wings when they jump. These locusts love to eat and can consume their own weight in food every single day. As a group, their hunger is enough that a million locusts can consume one ton of food per day. Oddly, when migratory locusts grow up surrounded only by other locusts, their shells will be enitrely black."