There are several different methods that mother nature has provided for the control of these pests. Some of these controls are:

Birds
Favoring bird populations can help limit grasshoppers in a complementary effort with other control methods.
Some of the larger species, such as kestrels aka sparrow hawks, gulls, and meadowlarks, could capture in excess of 100 grasshoppers per day.
Grasshoppers are highly preferred for feeding young of many kinds of songbirds, upland shore birds, game birds (quail, grouse, pheasants, and turkeys), and even certain hawks and owls. Perhaps the best known example is the arrival of gulls to save crops in Utah from Mormon crickets Grasshoppers are especially important for successful raising of young by the majority of bird species.

Many wildlife species, like this lark bunting, choose grasshoppers as food for their young.

Egg Parasites
Grasshopper eggs are normally deposited in clusters, called egg-pods, placed just below the surface of the soil.
The eggs of grasshoppers are attacked by wasps of the family Scelionidae only. Hymenoptera: Scelionidae.—members of this group are the only true parasites of grasshopper eggs.

Egg Predators
In North America, the larvae of blister beetles (meloids) are an important group of predators of grasshopper eggs. However, in Australia, Africa, and other parts of the world, blister beetles are of little or no importance.

Below is an egg pod with loose eggs

Nosema locustae
Disease-causing micro-organisms have been investigated as potential biological control agents of grasshoppers for many years. A pathogen that was selected in the early 1960’s for development as a microbial control agent for use in long-term suppression of grasshoppers. Nosema locustae is the only registered microbial agent that is commercially available for control of rangeland grasshoppers.

Nosema has been studied more than any other microbial control agent for the suppression of grasshopper populations. Applications of Nosema formulated on a wheat bran bait have resulted in numerous successful introductions of the pathogen into field populations.

The following info and pictures are from the USDA

The alpine grasshopper feeds on both forbs and grasses, and will eat fungi and injured or dead arthropods.

The bigheaded grasshopper is a serious pest of grasses. It is often the dominant species in outbreaks on rangeland.

The bluelegged grasshopper is a heavy feeder on native grasses, particularly western wheatgrass, which abounds in its preferred habitats.

The brownspotted grasshopper feeds on grasses and sedges. When adults are abundant in spring, they cause some of the first grasshopper damage to rangeland.

The differential grasshopper is a severe pest of crops including small grains, corn, alfalfa, soybeans, cotton, various vegetables, and deciduous fruit trees.

Mormon crickets damage forage plants on rangeland and cultivated crops in the path of their migrations.

Northern grasshoppers feed principally on forbs but they may also feed at times on certain grasses.

The Carolina grasshopper is a minor pest of rangeland grasses. Populations occur chiefly in disturbed areas where it feeds mainly on several species of weeds.

The fourspotted grasshopper lives in assemblages of grasshoppers inhabiting mixedgrass, shortgrass, and desert prairies of the West. It is usually a subdominant member of the assemblages, but it occasionally becomes the dominant species.

The Kiowa grasshopper feeds on high-quality forage grasses and sedges. It often becomes an injurious component of outbreak populations in the mixedgrass prairie.

This grasshopper,little spurthroated, is an economically important species, becoming abundant in grasslands and feeding on both grasses and forbs. In a rangeland assemblage it is sometimes the dominant grasshopper.

The migratory grasshopper, a mixed feeder of grasses and forbs, is a serious pest of both crops and grasslands. It causes more crop damage than any other species of grasshopper in the United States.

The obscure grasshopper concentrates its feeding on blue grama, an important forage grass for livestock on western grasslands. It ingests the green leaves and occasionally cuts and drops them.

Because of its usual low densities on rangeland and its preference for poor forage plants, such as the scurfpeas, the Packard grasshopper in its natural habitat causes little damage.

The redlegged grasshopper is a crop pest. During outbreaks of the species, it may severely damage alfalfa, clover, soybeans, and small grains.

The spottedwinged grasshopper is a pest of rangeland grasses, especially in areas of the mixedgrass prairie where the texture of soils is sandy loam. There it is often the dominant species.

The striped grasshopper is a pest of grasses and sedges. It climbs the host plant and with head up chews on the green leaves.

Because of its low densities in most western grasslands, the threebanded grasshopper does not appear to be of great economic importance either as a damaging pest or as a beneficial insect.

Because it feeds almost exclusively on grasses and sedges, the velvetstriped grasshopper is a potentially damaging pest of rangeland.

Because the whitecrossed grasshopper feeds on valuable forage grasses and increases to high densities in certain habitats of the mixedgrass prairie, it is occasionally an important pest species.

The whitewhiskered grasshopper is a pest of rangeland grasses.

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