(Thyridopteryx ephemeraeformis) is quite a name for the little critters living on my mailbox! Common name is Bagworm Moth.
There are over 1000 species in the family Psychidae. The "bags" here contain the "worm," and are attached by very strong silken threads.
The males become moths and live only a couple of days. The females lay eggs in their bag and do not emerge as moths.
Usually infesting evergreen, the worms feed on over 50 families of plants and can cause significant damage. I cannot find any plant damage nearby the mailbox....and postulate that they may indeed be eating junk mail!!!!
These bags are constructed of twigs....they all look similar and are very strong. The sticks are held together by lots of silk.
Locomotion is achieved by spinning some silk and then dragging the bag along as it moves. There are silk trails all over the mailbox!