The trick is to get a clear plastic bag (produce bags from the grocery bags are the best). Wait until the fly lands on something. Hold the bag by the mouth, slowly approach the fly (it won't be able to see the bag because it's clear), drop the mouth of the bag around the fly. Frightened by the sudden movement, it will fly into the bag. Now you can squish it or let it out outside. I've tried this on flies but have not had much success with other winged insects. Mosquitoes are pretty tricky. It'd probably work on moths. When I was a kid, my dad owned a Chinese restaurant / sandwich shop (you could order low mein and a cheesesteak) I caught over two dozen flies in one day. Despite my efforts, the restaurant folded shortly afterwards.