Laws

From USDA - APHIS - PPQ:

"A permit is required for the importation, interstate movement and environmental release of most insects and mites that feed upon or infest plants or plant products, including agricultural crops, trees, shrubs, native plants, etc."

https://www.aphis.usda.gov/organism-soil-imports/insects-mites

• This means that things like exotic beetles, stick bugs and millipedes require a permit and specific containment procedures to own them.
• This covers animals sold as pets at exotic pet shows or through online websites and covers these animals no matter where they were raised.
• Native insects found in your state, unless they are threatened or endangered, are okay to keep in captivity