Cicadas
Click for larger image On the left is an adult cicada (Hemiptera) just prior to molting; on the right is a cicada killer wasp, which, as its name implies, preys on cicadas
Cicadas are sizable, noisy insects with stout bodies, wide blunt heads, and large transparent wings. They emerge from the soil in mid to late summer, and spend much of their time thereafter in trees, where they molt and issue their sometimes startlingly loud mating calls. Some species' populations fluctuate cyclically. None cause serious damage to more mature trees in your yard and garden though small trees, especially young orchard trees, may suffer significant damage.

More images:

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Cicada (Hemiptera) preparing to molt for the last time before emerging as an adult winged insect
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The face of a cicada (Hemiptera) preparing to molt for the last time before emerging as an adult winged insect
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Emergence hole of a cicada (Hemiptera)
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Cicadas (Hemiptera) lay their eggs in twigs; the resulting scars can be found on the underside of twigs as on this oak (Quercus)
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Dog-day cicadas are hunted by female cicada killer wasps (Hymenoptera), which sting the cicada and lay an egg on it; when the the egg hatches, the larva feasts on the cicada
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On the left is a sideview of an adult cicada (Hemiptera) just prior to molting; on the right is a cicada killer wasp
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Annual cicada
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Dying twigs (flagging) on oak (Quercus) caused by egg laying of 13-year cicada (Hemiptera), also called ovipositor damage.
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Dying twigs (flagging) on oak (Quercus) caused by egg laying of 13-year cicada (Hemiptera), also called ovipositor damage.
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When a cicada (Hemiptera) lays her eggs, she inserts her ovipositor into the underside of a twig, like this oak twig (Quercus). The damage can weaken to the point where it will snap, especially in a high wind.
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When a cicada (Hemiptera) lays her eggs, she inserts her ovipositor into the underside of a twig or, as in this case, the petiole of an ash leaf (Fraxinus), lays some eggs, takes a step, and does it again, making a very regular pattern.
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Scorched leaves on sugar maple (Acer saccharum) caused by egg-laying damage of the 13-year cicada (Hemiptera)
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Egg-laying damage of the 13-year cicada (Hemiptera) on the underside of a sugar maple twig (Acer saccharum)
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Great southern brood, 13-year cicada (Hemiptera), note red eyes and enlarged front legs used for digging
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Great southern brood, 13-year cicada (Hemiptera), note red eyes and enlarged front legs used for digging
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Ovipositor damage from cicadas (Hemiptera) caused the flagging (dead branch tips and twigs) on this weeping cherry (Prunus)
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Ovipositor damage from cicadas (Hemiptera) caused the flagging (dead branch tips and twigs) on this weeping cherry (Prunus)