This is the same species of migratory locust (em>tonosama-bata) that is famous (infamous) as a pest in Africa. We get plenty of them here in Japan, but they don’t swarm like they do in Africa (at least not to my knowledge).
Wikipedia article on the migratory locust = here.
migratory locust = tonosama-bata
Location: Path by river in Munakata (map)