I used to collect dead caterpillars when I was young. To be honest, I could never find them alive and I used to think this was lame. My dream was to have a butterfly garden, but I refused to buy that infomercial one. Some things are better when they come naturally.
Anyway, my collection of dead bugs consisted of tarantulas, frogs, caterpillar, butterflies, fireflies whose fires had extinguished, and the occasional praying mantis.
I think it’s a kind of no-harm-done approach to bug collection, already finding them dead. They were still cool to look at and I didn’t feel bad about them dying.