This guy blew in on a big gust during build week in 2011 and landed on my hat. He fucked off of his own accord shortly thereafter.
As others have said, though, people are far more likely to bring creatures along with them. You will not need to bring bug spray or guard against mosquitoes or teeming life. You will, however, want to keep your RV/tent sealed up anyways, because... DUST. The dust is finer grained than sand, more like the consistency of baking flour.. except that it's rich in alkali and actually corrosive. It can get everywhere even when you're vigilant, and all it takes is an open window/door/tent flap during one of the many dust storms or random kickups...
