Night Of The Palo Verde Beetles
I suppose Arizona roaches fly too, but I don't think I ever saw that. I saw them waving their wings in excitement just before they had sexual relations, but that was less flight of transport than flight of ecstasy....

One night I'll remember was when the Palo Verde Beetles came out. Palo Verde Beetles sort-of look like roaches, but they are much larger, attracted by neon light, and prone to swarming. They come out just one night a year for a few hours of romance, so you might go years without seeing them, but they're always there, lurking in the ground, waiting for that special night. One special neon night, I saw an Arby's Roast Beef Sandwich Restaurant plastered with these harmless but grotesque-looking beetles. It was like some kind of science fiction movie! But at least they leave you alone in your bed.
(Perv With A Dog had his eyes pecked out by scrub jays on, Fri 18 Nov 2011, 23:46, 1 reply)

The people there called these roaches "Palmetto Bugs" and they were huuuge (at least to me).
Sounds like a similar thing, but having googled Palo Verde Beetles the ones I saw were a little smaller I think. Good thing was they didn't seem to want to get in so as long as the nets were over the balcony door all was OK.
(Me, I'm not... in any way intoxicated, Sat 19 Nov 2011, 15:00, closed)