There are many nicknames for cicadas. Periodic cicadas (17-year/13-year Magicicadas) are often called Locusts. Annual, summertime cicadas (primarily Tibicens) are called Jar Fly or Jarfly, Harvest Fly or “Dog Day” cicada depending on what part of the USA you’re from.
I found this site which provides guesses at the entomology of Jar Fly:
One is that when you catch one and hold it in your hand it “jars” or vibrates. The other thought is that the nickname came from the constant singing that might “jar” or unsettle some people’s nerves who are not accustomed to hearing it for hours on end.
My uneducated guess would be that kids catch them and put them in jars, hence “jar fly”.
Thanks to Becky for asking about Jarflies.