That actually happened to me, once. Somehow, a full-grown cockroach got in my ear, and couldn't get out. Whenever it struggled, it sounded like a freight train in my head, and was excruciatingly painful.
Sis ran me to the hospital, and they found it immediately. When I asked the Doc what was wrong, he said, "You have a live insect in your ear." I didn't believe him, until they pulled it out with a long pair of tweezers.
Talk about grossed out. I nearly fainted.