Althought they are not tails in the true sense, crickets do have 'tail-like' protrusions. With the 'commonn cricket', the male has two while the female has three with the center one being longer and more needlelike (ovapositor). Although I suspect it's rare, the female can pull the ovapositor beneath her body (I don't believe it's by choice.) I happened acrossed one laying eggs and startled it, which I believe prompted it to try escaping before it physically could.
Beneath is an artist rendering of several species, including the common cricket.
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