Those who played A Link to the Past will remember you could buy empty jars and fill them with things like potions, water, etc. You could spin with an empty jar and catch a bee, and then release it later and it would be angry and attack your enemies.
When anyone asked me what Oblivion or Skyrim is like I would say "It's like Zelda but with a Diablo theme".
I would love to know where to get the dragonfly in a jar as well, it would be perfect for my swag pile.
here's a tip for you guys if you collect things to decorate your house:
At the end of the thieve's guild quest that takes you to the east empire trading company, you can find a Dibella statue in that big room at the end, on one of the shelves. you can keep going back there (take the back way through the walrus cave) every once in a while and it will respawn.
Nothing beats a dozen golden tittie statues in your crib, yo.
These bugs in a jar were part of an aborted quest called Captured Critters, which is about the only useful bit of info i've found on the skyrim wiki.
Bee in a jar: Goldenglow Estate, upstairs on a desk in the main bedroom Butterfly in a jar: Alchemist's Shack, on a bookshelf Torchbug in a jar: Frostflow Lighthouse, above the fireplace, 1st floor Moth in a jar: ????? Dragonfly in a jar: ????? Sixth bug in a jar: ??