When they are caught, they are thrown away. When they escape, you itch all day. What are they?

Why this works

This riddle cleverly plays on the behaviors of fleas and the consequences of their actions. When fleas are caught (for instance, by a flea collar or treatment), they are disposed of to eliminate the infestation, hence "thrown away." On the other hand, if they escape and remain on your skin or in your home, they bite and cause itching, which is why you might "itch all day." The riddle cleverly contrasts the two scenarios of catching versus escaping, highlighting the annoyance fleas cause when they are not contained.