COlin caught our little zebra finch for me one time using his Scottish cap, just like a towel. I always was going to get a butterfly net for those times, never did.
The most magical of all rescues was when my old Siamese female, Sasheen, brought me a live, bright emerald green hummingbird. It was in shock just long enough for me to cup it in my hands and feel the incredibly rapid pitter-patter of its heart, then I opened my hands and it hummed away. She was a very fast hunter.