Several researchers at the University of Tokyo have created remote control roaches. They remove the wings and antennae and put a small electronic backpack on them that stimulates the nerves where the antennae used to be. When properly adjusted this allows someone to control the direction that the roach will move in. The suggested applications involve attaching small cameras to them and putting them places humans couldn't go (say a building that has collapsed)

Why does this work?

I remember reading some place else that this is related to the fact that when the wind blows it moves the antennae which sends a signal that basically bypasses the brain (I'm going out on a limb here) and causes the roach to move in the direction opposite of the source of the wind. Basically, if something runs at a roach it senses the wind and runs away.

I'm not sure the second bit of the writeup is actually the truth. I read that sometime ago so I may be remembering incorrectly