Chasing a moth is easy, catching it more so. With only glassware at your disposal, when the goal is to not kill it? BATTLE OF THE MINDS!
The key is to catch it with your hand Kung-fu style and then just not close it to the crushing point instead of using a glass. I do it all of the time at my parents' house (which moths get inside fairly often at somehow).
Huh. So was I lied to when they told me touching a moth is basically delayed murder for them? From what I recall, the line was human hands are particularly good at screwing over the dust or whatnot they need to maintain flight, and touching them -- especially the wings -- is basically a touch of death.
The oil on your skin is usually rather acidic (humans secrete acid from their skin, breath one of the more volatile chemicals around, and drink water which is notable for being... Rather corrosive.) but I don't think just touching a moth would do it. You'd probably have to pour a little droplet of sweat on them or something.
Also, what about the myth about touching baby birds and the mother never taking them back? That one is also untrue, correct?
On the whole water and oxygen thing: That's also true of pretty well every other bit of multicellular life on the planet, so, yanno, not that big of a deal.