Reproduction of entomopathogenic nematodes requires that they escape recognition by a host's immune system or that they have mechanisms to escape encapsulation and melanization. We investigated the immune responses of larvae for the greater wax moth (Galleria mellonella), tobacco hornworm (Manduca sexta), Japanese beetle (Popillia japonica), northern masked chafer (Cyclocephala borealis), oriental beetle (Exomala orientalis) and adult house crickets (Acheta domesticus), challenged with infective juveniles from different species and strains of entomopathogenic nematodes. The in vivo immune responses of hosts were correlated with nematode specificity and survival found by infection assays. In P. japonica, 45% of injected infective juveniles from Steinernema glaseri NC strain survived; whereas the hemocytes from the beetle strongly encapsulated and melanized the Heterorhabditis bacteriophora HP88 strain, S. glaseri FL strain, Steinernema scarabaei and Steinernema feltiae. Overall, H. bacteriophora was intensively melanized in resistant insect species (E. orientalis, P. japonica and C. borealis) and had the least ability to escape the host immune response. Steinernema glaseri NC strain suppressed the immune responses in susceptible hosts (M. sexta, E. orientalis and P. japonica), whereas S. glaseri FL strain was less successful. Using an in vitro assay, we found that hemocytes from G. mellonella, P. japonica, M. sexta and A. domestica recognized both nematode species quickly. However, many S. glaseri in M. sexta and H. bacteriophora in G. mellonella escaped from hemocyte encapsulation by 24h. These data indicate that, while host recognition underlies some of the differences between resistant and susceptible host species, escape from encapsulation following recognition can also allow successful infection. Co-injected surface-coat proteins from S. glaseri did not protect H. bacteriophora in M. sexta but did protect H. bacteriophora in E. orientalis larva; therefore, surface coat proteins do not universally convey host susceptibility. Comparisons of surface coat proteins by native and SDS-PAGE demonstrated different protein compositions between H. bacteriophora and S. glaseri and between the two strains of S. glaseri.