Another fun thing you can do with flies, and also bees and wasps, apart from vacuuming them up, is put them on a leash. But first you have to freeze them.

Catch one in a cup or plastic bag and stick it in the freezer for about 10 minutes. When you take it out it will look dead, but it's not (unless you leave it in too long.) Being careful not to rip it's wings off, tie a small string or fishing line to one of it's legs.

In a few minutes it will thaw and start to walk around, and then start to fly. You can now walk it around the park like you were carrying a balloon.