A growing body of research demonstrates that aerial insectivores as a group are undergoing population changes, and in some species (nightjars, some swallows) are experiencing population declines.
The following papers describe some of what has been learned:
Evidence for multiple drivers of aerial insectivore declines in North America
"Aerial insectivores (birds that forage on aerial insects) have experienced significant population declines in North America. Numerous hypotheses have been proposed for these declines, but current evidence suggests multiple factors could be operating in combination during their annual migratory cycles between breeding and nonbreeding areas. Potential drivers include decreased prey abundance, direct or indirect impacts of environmental contaminants, habitat loss, phenological changes due to warming climate, and conditions on migratory stopover or wintering grounds."
Nebel, S., A. Mills, J. D. McCracken, and P. D. Taylor. 2010. Declines of aerial insectivores in North America follow a geographic gradient. Avian Conservation and Ecology - Écologie et conservation des oiseaux 5(2): 1. [online] URL: http://www.ace-eco.org/vol5/iss2/art1/