So here's a podcast I found in the Radiolab archives that has some cool insect related info. It's pretty long (an hour long) but super entertaining. The whole thing isn't about insects, the topic is parasites in general, but here are some bookmarks...
Around 4:50 they talk about caterpillars and cockroaches infected with parasitic wasps
Around 13:00 they talk about parasitic nematodes who infect ants to spread their seed
There are also a bunch of other weird little topics covered like how the hookworm is responasble for the invention of the outhouse.
p.s. Check out ANY of the episodes on this site. They are all awesome.