Madeira cockroaches stink, for real. You see, when a Madeira roach thinks it's being threatened, it lets off an awful odor. Pew! You really believe something died! This roach is large and sluggish. It probably originated in Africa, but it was first reported to be from Madeira, an island in the Atlantic Ocean southwest of Portugal. Once the Madeira Cockroach calms down and stops stinking up the place, this bug likes rotten fruit. For an extra boost of protein, a bug will do.