Okay, I know these aren’t really Cincinnati bugs, but these particular ones are in Cincinnati. I think that counts. I found them in the Children’s Museum at the Cincinnati Museum Center. Don’t worry, I wasn’t there by myself (that would be creepy). I was with my wife, niece, and sister in law.
These are one of the largest types of roaches and, as you guessed, they are from Madagascar. They are known for the hissing sound they make by forcing gas through pores on their abdomen. There are two distinct types of hiss: one they make when disturbed, and one they make to threaten.