Insects Do the Strangest Things – Leonora and Arthur Hornblow
Ladybug – Robert McClung
Sphinx: The Story of a Caterpillar – Robert McClung
An Extraordinary Life: The Story of a Monarch Butterfly – Laurence Pringle
Smithsonian Backyard series books:
Monarch Butterfly of Aster Way
Ladybug at Orchard Avenue
Little Black Ant on Park Street
Daddy Longlegs at Birch Lane (not technically an insect, I know)
Firefly at Stony Brook Farm
A couple of these are out of print, but you may be able to find them at the library.
~Anna 🙂