Waxy, hydrophobic coatings typically make such insects’ points of contact (feet, legs, etc.) water-repellent, and their light weight can be supported by surface tension. Navigating the interface between air and water is more complicated, though, and these creatures have evolved several mechanisms to help. Some, like water striders, use appendages they insert below the surface for propulsion. At 0:49 in the montage above, you can see flow visualization of the vortices generated by a stroke. Other insects release a chemical in their wake that lowers the local surface tension and drives them away via the Marangoni effect.
Addendum: A hat tip to an anonymous reader for sorting out two of the mechanisms.
The Marangoni effect is shown near the end of the video, but I believe the sections labeled "meniscus climbing" are something different. The insects shown are adopting postures that change the shape of the surface of the water around them, causing capillary forces to draw them up to the top of the meniscus. This can be seen in the side views as dents or peaks in the water where the legs touch, or in the top view as bright and dark spots around the legs in the shadow - bright spots where the water is pulled up and focusing light, dark where it is pushed down and diffusing light. The same forces are used as in the capillary attraction two insects use to stick together at 1:03. The water treader Mesovelia (the first one shown climbing the meniscus) is covered with water-repellent hairs, so it uses special claws to grasp the surface of the water for meniscus climbing.Here are two relevant links - first to the hard science explanation in the esteemed Nature journal, and to a beautifully illustrated companion piece replete with photos by these same authors. If this post has stimulated your interest, the second link is totally worth your visit.
Thanks again, anon.
Via fuck yeah fluid dynamics.
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