It may be a Caddisfly (Trichoptera). Though my guess is a moth (Lepidoptera). Specifically one of the Psychidae family, also known as "bagworm moths." They are common pests in most parts of the world and while they're typically seen fixed in place they spend much of their life mobile. Both of these groups spin a case from silk and attach detritus to the outside so without a better look at the resident insect it is basically impossible to distinguish them from a photograph. However, as a general rule (with some exceptions), Caddisfly larva tend to be aquatic.
Here are a couple of links to descriptions of the groups (with pictures!) as they appear on BugGuide:
Psychidae