Smithsonian on-line piece:
Most of you know these stories, but the Navy film clip is quite the piece!
There is a similar thread here: http://www.dieselpunks.org/forum/topics/fu-go
The bat bomb development apparently read like a pulp novel: https://en.wikipedia.org/wiki/Bat_bomb
Don't forget "Uncle" B.F. Skinners pigeon guided missiles: https://en.wikipedia.org/wiki/Project_Pigeon I went to the same school and Uncle BF's pigeon bombs are still quite famous. Pigeon-guided-balloon-bat-bombs launched from the Asia mainland at Japan might have actually been effective. Maybe.
Then there were the exploding dogs: https://en.wikipedia.org/wiki/Anti-tank_dog