That's the exoskeleton (shed outer shell) of a young cicada, left behind when it emerged as an adult and (we can imagine) flew off somewhere to mate.

[This article on EarthSky][1] has a nice description of the big cicada hatch this summer (2013), and also a great picture of an adult cicada emerging from the exoskeleton


  [1]: http://earthsky.org/todays-image/hail-the-17-year-cicada-hatch-of-2013