Old is not always bad. While it is seriously outdated (1920), most thorough and comprehensive single treatment of eastern US Orthoptera (and related insects) published is 'Orthoptera of North-eastern America' by W. S. Blatchley. Some subsets of the insects included in this book have been more recently treated in more depth, but not all together in one place.

The title is a bit misleading, because included are nearly all species then known to be found east of the Mississippi. Also, the definition of Orthoptera has changed over the years, and this book includes things such as Earwigs (Dermaptera), Roaches & Mantids (Dictyoptera), and Walkingsticks (Phasmatodea). It is well worth a search through libraries and used book shops if you are really interested in these insects. It does not have much in the way of illustrations (mostly drawings to aid in identification where necessary), but it is very interesting to read, with lots of discussion and detail. Each species is discussed at length and includes descriptions of the insect, habitat, life history when known, history, etc.

Some of the names have changed a bit in the 80-some years since this book was published, and a few new species have been found and described, but for the most part, if you found it in the eastern US, it will be in this book. Even if you have a name that has since changed, it is usually only a matter of checking the name out on-line to get you to the more recent synonym. There are also some controversial issues regarding the way Blatchley treated certain species taxonomically, and more recent treatments may differ, but this does not detract much from the value of the discussions relating to those species, and Blatchley most often outlined contrasting views and explained why he treated species in the way he did.

Available for online viewing here:
Biodiversity Heritage Library