As a general rule I do not touch the eggs that are on glass because you can damage them and kill them. Some people do scrape them off but survival rates are not good if the eggs get damaged.
If the eggs are laid on plant leaves or rocks, you can remove the item with the eggs and put them into a separate hatching tank. Make sure you keep the eggs underwater at all times when moving them.
-----------------------
If the eggs are being eaten before they hatch, you can buy breeding nets from pet shops and these can be put over the eggs to stop fish getting at them. You will need a few rocks or ornaments to hold the net in place but they do work and allow water to flow around the eggs but stop the fish getting them.
If the eggs are hatching in the tank and the fry are disappearing, they are either starving or being eaten by the swordtails or possibly even the adult Corydoras. Make sure the adult catfish are fed a variety of food every day and have lots of plants in the tank for the baby fish to hide in.
-----------------------
What are you feeding the fry and how often do you feed them?
Baby fish need very small food and they need it near them. If the food is floating around a big tank the babies won't find it. Small hatching containers help keep the fry and food closer together so the baby fish can get the food easily and without having to spend huge amounts of energy trying to find it.
They also need to be fed at least 3 times per day and preferably more often (5 or 6 times is not uncommon).
Make sure there is an established (biologically active or cycled) air operated sponge filter in the rearing tank so the water stays clean. And you should change half of the water each day, replacing it with water from the main tank.
You can get baby fish food from pet shops. A powdered fry food (usually made from single celled algae) for egg layers can be used but should be added to a small phial with some tank water and shaken up before being poured through the rearing tank. Liquid fry food (is normally egg based) should be handled the same way, add some to a phial of water, shake and then pour in.
If you can't get fry foods then hard boil an egg. Remove the shell and white bit and eat or discard. Push the yellow yolk through a handkerchief into a small container of dechlorinated tap water. Put the lid on the container and shake the solution up. Use an eye dropper and suck some of the liquid out and add it to the fry tank. You want the water to be slightly cloudy after doing this but it should not look like milk.
Keep the remaining egg yolk solution in the fridge and use it throughout the day. Before feeding, take the solution and let it warm up to room or tank temperature before shaking it up and taking some out to feed the fry.
Boil another egg and make up a new solution each day.
After 2 weeks on egg yolk you can add newly hatched brineshrimp, microworms and vinegar eels to their diet. Continue feeding the egg yolk until you know all the fry are eating the new food.
There is more information about making fry food at the following link. It's pretty long so print it out and have a read when you have some spare time.
http://www.fishforums.net/threads/back-to-basics-when-breeding-fish.448304/