Tiny Baetis mayflies are perhaps the most commonly encountered and imitated by anglers on all American trout streams due to their great abundance, widespread distribution, and trout-friendly emergence habits.
Am I the only one who has ever seen small brook trout actually leave the water and hit the fly on their way back down? Do Brook Trout play???;)
I've seen it too. No they aren't playing, they just happen to be small enough that they can afford (in good temperatures) to expend energy in capturing food. Similar I suppose to those 14" browns "smashing" those big hackled Comparaduns for MB's. Worth the effort. The airborne part though I think has to do with size, as small browns and 'bows will go airborne at times too.
Here's a paragraph (describing feeding brookies) from my trip report "High Country Gems":
...The trout were at full attention, some on the drift, others cruising side coves for hatching duns. And they’d chase the little duns as they bumbled across the smooth surface. Some eager trout leapt clear and were surprisingly good at aerial capture: The duns wings were backlit, a trout would leap, and the wings would vanish. Very cool! I shot some video of them, waiting for a dun to lift off, then start the camera rolling. Some duns were strong and gained altitude quickly, others stumbled across the surface and the trout were on em. I taped a brookie catching a dun in mid-air.
I was studying the surface of the water, seeing nothing unusual, when the fish leaped; straight up vertically, completely out of the water, again! This time I discovered what was going on. The fish was catching Damsel Flies, as they were hovering, a good foot and a half from the surface.
Here in the Saguenay region of Quebec, most of the lakes have nothing other than brook trout. No other species of fish or minnows of any kind. The brookies in these lakes have to eat insects. There are few frogs or other animals to eat. Fly fishing is great all season.