A man named Tom Hardwidge has taken it upon himself to create an army of steampunk insects from a bunch of different found materials, including bullets and pocket watches. He's made a ton of them—and they're really awesome.
They're modeled after real insects, too, and aren't just fantasy creations. His website has them all categorized by species, with clever, robot-inspired names.
His arthrobots are for sale, too, so if you're interested in owning your very own horde of steampunk insects, you can.
Check out more of them at his website.