Saturday evening, as DH & I were preparing for bed (while watching the
news), Moe came into the living room, playing with what looked like a twisty
(cloth or plastic covered wire ties, normally used to close bread
wrappings), but she was being very protective of it - she wasn't letting ANY
other cat near it, and there were plenty that were curious about what she
had.  Every time someone (human or feline) came close, she's snatch it up
and carry it off a few feet.  After a few minutes, she realized that I
wasn't going to take it away from her if she set it down, so she did.  It
was one of those HUGE black crickets, already quite dead by this time.
After praising her on her hunting skills, I let her be.  Since it was dead,
even if she did bring it into the bedroom & left it, it wasn't going to
start chirping.

I haven't seen it since, so I'm assuming that it became kitten chow ;)