WARNING: DO NOT EAT INSECTS WITHOUT GETTING RELIABLE SAFETY ADVICE
Countries where people (intentionally) eat insects include Australia, USA, Botswana, Cambodia, Mexico, China, Venezuela and Indonesia. There are many more.
Peter Menzel and Faith D'Aluisio's book Man Eating Bugs describes the nutritional value of scorpions, dragonflies, witchetty grubs, termites, stink bugs, South American tarantulas and a smorgasboard of insects. Basically many things we stamp upon or spray...

Dr Julieta Ramos-Elorduy's book Creepy Crawly Cuisine (Park Street Press, 1998) also describes insect eating in indigenous cultures. Apart from information on the finding and storage of insects, the book provides a few gourmet recipes. These include Curried Grasshoppers, Stink Bug Pat`e, Ant Flan and Bug Pizza.

A very different type of junk food...Hotlix



Californian company Hotlix is a lonely pioneer of the US snack and candied insect market. See http://www.hotlix.com/index.html
Its products include BBQ flavored worms, ants in apple or cherry flavored candy, chocolate coated ants and sour cream and onion flavored crickets.