MINI CONTEST
for the best conclusion to the title joke, compete in the comments below. I will use my powerful #creativecoin updoot wand on joke entries that begin with "A mantis, a moth and a beetle walked into a bar..." :)Ten-lined June Beetle (Polyphylla decemlineata)
This was a new one on me. This giant scarab beetle was attracted to my porch light and landed on the screen door under the light. He (this is a male, the large antennae are a dead giveaway used to locate females) startled me by making a loud hiss when I captured him in a jar! At first I thought maybe he had sprayed a chemical weapon, but it turns out June beetles hiss by forcing air out between their wings and back. It was a surprisingly loud and scary hiss and I have never been hissed at by an insect before!
I was surprised to see this beetle had a furry chest, although I suppose knowing that he was an eligible bachelor on the prowl, I shouldn't have been surprised. I can report that he did not have a gold necklace or medallion.
Apologies for the lower res on these pics, I used my wife's phone (Google Pixel 3) because it handles low light better but I failed to note she had her photo resolution set at 1280 x 720 px. It is a real shame because I made a little viewing hole to take pictures and these would have been great if they were at higher res.
My picture taking setup here:
Bordered Mantis (Stagmomantis limbata)
Also known as the Arizona mantis but screw that, this is a Utah mantis if anything. Everyone knows praying mantis are the coolest kung fu masters of the insect world. Teach me sensei.
White-Lined Sphinx Moth (Hyles lineata)
This was pretty cool. 
If you have never encountered a sphinx moth, of which there are several varieties, they actually fly like a hummingbird (hence another common name, "hummingbird moth"). They can hover midair while pollinating and zoom around just like a hummingbird.