Literal Surveillance Bug

So, you know how we call the Tracking Device a bug, since we all tend to speak American and are therefore too lazy to say more than one syllable?

This is what happens when a clever writer realizes that hey, maybe it actually can be a bug! A robot bug, with cameras and laser beams! Awesome! You can even replace the Sci Fi with Magic, if need be.

All of this on top of the fact that bugs themselves are rather unobtrusive, and people don't usually shriek in horror when there's just a random bug hanging around, minding its own business. As a result, they tend to be both cool and practical. It's hardly surprising that this trope appears in Science Fiction, Fantasy, and everything in-between.

This trope isn't just restricted to fiction, either- it turns out that actual beetles can be manipulated in such a way that they work as great surveillance, although full applications on this are still in the works. These studies also discredit one common appearance of this trope- robotic bugs. It turns out that they're Cool but Impractical, since making them work pretty much requires that scientists makes them as much like actual beetles as possible.

All of which gives a whole new meaning to "Fly on the Wall".

Examples of Literal Surveillance Bug include:

Anime and Manga

There's a bard in Scrapped Princess who learned to control swarms of robotic bugs running on Lost Technology and uses them, among other things, for spying on people.
In Naruto, Shino Aburame gives orders to the bugs that live in his body, and can have them perform surveillance (they communicate with him by flying in pattern to form words) or track (he puts a female bug on his target and then has male bugs find it by scent).
There is one in Yu-Gi-Oh!, property of bug-themed Weevil Underwood.

Comic Books

Spider-Man's spider-tracers. Whose signal he picks up with his spider-sense, in fact.
In Astro City, although Jack-In-The-Box trains a replacement due to familial obligations, he follows the new Jack with a remote-controlled flying spy camera and provides him with real-time situational updates.
In The Mighty Thor #357-8, the villains' secret base has an insect infestation that's actually a swarm of Literal Surveillance Bugs created by their own Gadgeteer Genius, who is working with them unwillingly and wants to know what they say when he's not around.

Film

R.A.L.P.H. (imaged above) the Robotic Arachnid Lithium Photo Helper from the Spy Kids series.
The Dark Crystal had surveillance bats.
One popped up in the 2008 remake of Get Smart.
The Spyders in Minority Report.
A cockroach in The Fifth Element. Leading to a hilarious moment when the President squashes it.
The Matrix has the tracking device Smith places in Neo's body. When it's about to be surgically removed from Neo's body, Trinity explains to him, "We think you're bugged."
Mooch the Fly from G-Force (2009).
The bird in The Incredibles.

Literature

The Animorphs would frequently morph bugs for surveillance purposes.
Rita Skeeter in the Harry Potter books can actually transform into a bug, and uses said ability for exactly this purpose. In this instance, it's a learned skill, albeit one that is supposedly regulated by wizarding law.
Deception Point by Dan Brown has the spy bugs used by Delta Force.
This is part of the Palantir Ploy in Abarat — the Midnightian Royal Family has robot spy-bugs and spy-birds and spy-who-knows-what all over the place. Candy actually beats one up once, to prevent it from hurting the child of the kind lady who gave her shelter.
One features in the opening chapter of Roger Zelazney's Lord of Light
A Danny Dunn book (science fiction for '60s youngsters) has this for a plot—the eccentric scientist invents a dragonfly that can be remote-controlled by virtual reality, and three kids get hold of it and use it for their own purposes (mostly tormenting the local bully, but also spying on crooks).
The clockwork "spy fly" in His Dark Materials.
In The Neutronium Alchemist by Peter F. Hamilton, an intelligence agency is using biotech spiders to spy on a radical group. Realising what's happening the group arranges for gangs of local kids to squash every spider in sight as a game.
In Pandora's Star, also by Peter F. Hamilton, Paula Myo and her team use modified insects to spy past privacy shields that scramble any electronic attempts at spying.
In the Liaden Universe novel Fledgling, Win Ton catches an insect-like device spying on the Delgado party (though it is referred to as a "spying device" as the parties discussing it apparently do not use the colloquialism "bug").
In the first Star Trek: Titan book, the Romulan Tal Shiar (their state intelligence agency) use tiny crawling robotic bugs to eavesdrop on a closed meeting of Romulan and Federation dignitaries. The devices are discovered only afterwards, but do prove useful in a later mission (in the next book of the series).
Much like the Abarat example above, Terry Pratchett's The Dark Side of the Sun has robot bugs complete with wings where appropriate, used even by civilizations that have animal life on their homeworlds.

Live-Action TV

Baikinman's team uses a spider-shaped electronic bug (ehh... right) in an Soreike! Anpanman movie (it was either Ruby no negai or Yumeneko no kuni no Nyanii). Apparently Baikinman got over his hatred of spiders when he transformed into one in Baikinman no Gyakushuu.
There was a fly "bug" in development in the original Get Smart, but Max (of course) thought it was a real fly and swatted it.
- Given a Shout-Out in the 2008 film.
In the X Files episode War Of The Coprophages, Mulder stumbles upon a swarm of methane-powered robotic alien space probes disguised as roaches who have been conducting research on a small town in New England. Because they have a tendency to swarm over the recently-dead in order to collect samples, the townsfolk erroneously believe them to be responsible for the deaths and mass hysteria over killer cockroaches ensues.
Flying robotic bugs were used by Mega Corp Vex-Cor in Charlie Jade.
Skylar in Alphas makes these.

Tabletop Games

Champions adventure Deathstroke (1983). The villain group The Destroyers use spy devices disguised as insects to guard their hidden base.

Video Games

In one mission of Sly Cooper 2, the team rigs a beetle into a survailance bug, with Lampshade Hanging.
The Humongous Entertainment Spy Fox games have Walter Wireless the Tracking Bug, a Walter-Cronkite-impersonating bug whom Spy Fox drops into the bad spy's purse, or whatever. He gives news reports on the villain's status while riding with them.
In the Sam & Max games by Telltale, there was a literal talking bug with a Drill Sergeant Nasty voice. Apparently he was in Vietnam too.
The Beetle serves this function in The Legend of Zelda Skyward Sword. Not only it allows to retrieve small items and press unreachable switches, an upgrade also allows it to carry larger objects (pots, bombs, etc.), and subsequent upgrades provide it a longer range and the ability to accelerate.

Web Comics

Hinted at in Order of the Stick #770 when a prisoner in the Empire of Blood says about having been captured after escaping:

"I don't know what tricks they're using to find me yet… my current theory is that they've bugged my bugs."

Web Original

Not only bug-shaped but also with a cloaking field in "Ayla and the Tests" of the Whateley Universe. You have to be really sneaky to get past other genius inventors.

Western Animation

Mechanicalles made some of these in the Aladdin TV series.
The Monarch uses butterflies like this in The Venture Brothers, although you can't help but wonder why no one notices that butterflies are, in fact, The Monarch's whole supervillain theme. It helps, of course, that as far as Dr. Venture is concerned The Monarch is an Unknown Rival.
Vlad Plasmius uses mechanical bugs that resemble him to spy on the Fentons in Danny Phantom.
The Predacons in Beast Wars sometimes use these.
In Wakfu, Nox uses these for both surveillance and to gather wakfu from all over the world.

Real Life

For those interested in how this trope is being applied in Real Life, some YouTube links for your perusal.
Alleged first example of some kind of this trope would be CIA's project to implant a microphone and a radio in a cat (fun fact: the antenna was going through the tail). Thus created spy-cat would have been given to persons of interest as a inconspicuous gift. Then, during field tests, first ever spy-cat was run over by a car in minutes since its release, and the project was scrapped.
The Insectothopter, a 1970s bug disguised as a dragonfly.