They're called 'Bogongs' (apparently meaning 'Big Fella' after the mountains they head to). If you want to know more then the wikipedia link is here (which even mentions Canberra by name!).
They're not particularly sinister and (unlike a big majority of Australian wildlife) are harmless. Indeed indigenous Australians are known to have feasted on them as they have a high fat content, though I'm not sure I'd fancy a mothy meal.
They congregate around (well lit) public buildings. There were swarms of them when I went to the supermarket a couple of nights ago.
In the Parliamentary Triangle (where a lot of large public buildings are) apparently they get trapped as there are so many lit-up buildings at night they fly around in a daze.
We had one in our bedroom the other night (and Amy has been dive-bombed by them at work!). Friends have also reported finding masses of them in washing on the line. Apparently the swarms this year are earlier and bigger. In case you're wondering...here's what they look like...