When I dug up some old shrubs in the early Spring of this year, I ran across many young cicada larvae attached to the roots. Today, we had a cicada on a window screen. My girls were both horrified to look at it ("It's so uuuugly!") and fascinated to hear that this is the source of all that racket coming from the trees!
The above is a pretty good video produced by the BBC that tells about the cicadas.