Remember that upper Midwest mayfly apocalypse that Xeni wrote about? Here's how those flies are born. The female dies while laying her eggs. The babies hatch within seconds.
Bonus, at Wired, Gwen Pearson has a great post about the evolutionary history of the mayfly and its role in natural systems that is very much worth reading.
Mayflies are some of the most ancient insects around; they are well represented in Carboniferous fossils dating >300 million years ago. Fossil mayflies look remarkably like our modern mayflies; some consider them "living fossils." The oldest fossil of a winged insect is a mayfly.
This dance of death and birth has been going on for a long time; try to focus on the wonder, rather than the gross out. The protein in mayfly bodies may have powered the rise of the reptiles.