1 – Probably a Bullhead, not a Catfish. It’s tail is not deeply forked, or even slightly forked, rather somewhat squared off. Learn more at the NYS DEC by clicking here.
2 – Water Strider. (I haven’t learned the scientific names or even figured out if we have more than one species, yet… So far, I’ve been content to call it a Water Strider. A lot of my students call them “Water spiders”… Then I’ll catch a real water spider to show them the difference.
3 – Damselfly Larva. Several of you said Mayfly larva. Mayflies also have three “tails,” but they have gills on the outsides of their abdomens that appear to be fluttering in the breeze. This is a baby Damselfly. Again, I have no idea what species.
4 – Giant Waterbug. As TheMarvelous said, waterbug females lay their eggs on the backs of the males. I don’t know if other invertebrates do such a thing… While surfing around looking for other photos, etc, I learned that some folks call these “Toe Biters.” That made me laugh. Learn more by clicking here.
Oh, my gosh… There’s a macroinvertebrate key online, too! Check it out: