You can hear the familiar song of the katydid (above) during spring and summer when they are breeding. In all species the front wings have special structures that can be rubbed together to make their unique sounds, which sounds a lot like "katy-did...katy-didn't!" They hear these sounds with flat patches on their legs (see above) that act as ears. Males may all "sing" together to attract females.
So what happens to these insects during the winter? Katydids typically only live a year. The eggs that are laid either on plants or in the soil in late summer/early fall can overwinter, but adults cannot. Once they hatch (nymph stage) they resemble adults without wings. They then shed their skin (molt) to grow. Once they're adults and have developed wings, they will no longer molt. The adult females then lay their eggs and the cycle begins again.
The forest sounds eerily quiet when katydids disappear, so make sure to sit outside for the next few weeks if you want to hear them once more before the temperature drops and the singing stops until spring.