in cleveland what would be best known are the infamous midges that come in a swarm off lake erie a couple times per season:
http://blog.cleveland.com/metro/2007..._help_cle.html
however, in the past swarms of the midges bigger cousin, the mayflies, were common. i remember relatives telling me about cities in the region driving scoop construction vehicles and sanitation staff with shovels around scooping them up at night as they tend to flock around streetlight posts.
the mayfly population has declined over the decades and the midges are more common these days.
i can certainly see how these two kinds of bug swarms would freak out visitors, but ne ohio residents take them and the swarm events in stride. they only live briefly, just to mate, are completely harmless and are a sign of a healthy lake erie. the worst that happens is they get in your nose if you are in a swarm of them and they are a mess to clean up. as a kid i was always fascinated with the midges, they look like fuzzy zebra bugs. and the mayflies are quite beautiful as far as bugs go.
a third bug event we would get would be cicada swarms every few years. they are also completely harmless, but they buzz and make quite a racket when they swarm to attract their mates. the shells end up stuck on trees and all over the place. cicadas are pretty cool big bugs actually. very prehistoric looking, yet friendly as bugs go if you can believe it. you can pick them up and look at them if you are curious. our cat put one in his mouth once and it buzzed and his cat cheeks were buzzing. he didnt know what to do! he finally spit it out in front of us and he just stared at it. it was pretty funny.