I regularly find cockroaches in some of my hives, especially the ones in wooded
areas.  I think they are the large dark wood roaches.  I don't often see them
in my hives that have large populations of vigorous bees, but in weaker hives
they appear on a regular basis.  You didn't mention what part of the country
(or for that matter which country) you are from, but my guess is somewhere in
the southern United States.  This is one of the visitors to beehives that
beekeepers tend to not talk about much, but see them from time to time.  Just
think about how clean the bees keep their hive and about the antibiotic
and antifungal properties of propolis as you eat that beautiful comb honey and
make sure the health inspector isn't looking over your shoulder as you inspect
your hives.  Cheers,

Layne Westover
College Station, Texas