Fireflies probably wouldn't be meals for predators if they didn't advertise their locations through their shiny, yellowish beacons.
Most children identify the beetles by their lights, too.
I made a lightning bug catcher to put them in using directions I found at http://www.bhg.com/crafts/kids/outdoor-projects/bug-catcher.
Be sure to release any bugs you catch after an hour or so.
Black window screen
Empty plastic jar
Acrylic paints: black, orange, yellow; and brush
Wood cutouts: two ovals and one teardrop
White craft glue
Two 10-millimeter oval wiggle eyes
Low-temperature glue gun
Cut a 6 1/2-inch-diameter circle from the window screen.
Ask an adult to help you cut a 24-inch length of wire. Weave the wire every 1/2-inch through the screening about 1-inch from the edge.
Place the screen on top of the jar, and tighten the wire around the jar rim. Twist the wire ends together to secure. Coil the ends.
Paint both sides of the wood ovals black. Paint one-third of the rounded end of the teardrop orange, and the remaining two-thirds of the teardrop yellow to make the lightning bug wings and body. Set aside to dry.
Spread a thin coating of white craft glue on the wings then sprinkle with clear glitter. Set aside to dry.
Use crafts glue to attach the wings to the body, glitter sides up.
Glue wiggle eyes over the edge of the orange head.
With an adult's help, use the glue gun to attach the lightning bug to the jar's side.