When we first move to Vancouver (the good one, in Canada, eh?) we lived in a 3rd floor walk-up, corner suite, and there was a wasps nest in the eaves on the corner of the building, so we'd get the occassional wasp flying into our living room.

Mulder, our big orange and white tabby, took great delight in chasing and catching these flying critters, and couldn't understand why his front paw would swell up, after he caught and squashed one. After awhile, he developed some kind of immunity and it never seemed to affect him when he got stung...silly cat.