1827, October 17: Insects Snow Down on Pokroff, Russia
On October 17, 1827, a heavy snow fell on the village of Pokroff, in the district of Rjev, Russia, and its surroundings. This fall of snow was accompanied by insects of a black color, ringed, and about 1-1/3 of an inch in length. The head of these insects had flat, shining heads with antennae and hairy whiskers, and one-third the length of their bodies, starting from the head down, resembled a band of black velvet. They had three feet on each side, and were quite fast crawling on the snow... they assembled in groups around plants, and in holes in trees and buildings.
Strangely, these bugs seemed to be acclimated to the cold they arrived in. Several covered in ice were found to have formed a hollow around their bodies, and when plunged into water they swum about as if nothing was wrong; others, left exposed to the air in a container filled with snow, survived until October 26 despite the temperature having fallen to eight degrees below zero. The insects that were carried into a warm place died within minutes.
The Edinburgh Journal of Science (1828), my source for the above, states that it got it's information from the Journal de St. Petersbourg, No. 141, of November 14, 1827. I haven't been able to find a copy to confirm the account myself yet, but will keep digging. It should be noted though that the magazine I get the above from also claimed that a sample of the insects had also been sent to them along with the story... hence their confidence in the account.