Prior to the early 20th century, there had been many deadly epidemics of the virus-caused illness yellow fever in the Americas. In 1881, the Cuban doctor Carlos Finlay proposed that the disease was transmitted by mosquitos. To establish that mosquits were indeed the vector of yellow fever, the American army surgeon Walter Reed carried out experiments with human volunteers in 1901. The volunteers allowed themselves to be bitten by mosquitos that had previously fed on yellow fever patients. Some of the volunteers contracted yellow fever and died from it.
I don't think I would ever volunteer for such a heroic act. Nevertheless, yesterday I allowed an Asian tiger mosquito to feed on my arm for more than 30 seconds so that I could film it. Here is a 10-s clip for your enjoyment.
Not much happens actually. It would be more interesting to catch a mosquito in the act of inserting its proboscis thru the skin. But that would probably require quite a bit of luck, many trials of filming and not to mention very cooperative volunteers.
Sorry for the shakiness of the clip; it was difficult to hold the camera steady with 1 hand at the high magnification I was using.