Bald-faced hornet nest
Nature has some brilliant architects! Wasps get pretty aggressive at this time of year, so they may not be high on your list of insects worth appreciating (though they are wonderful for both pest control and pollination). But their nests are a thing to behold! This one is on the birds and butterflies trail at Ohio River Islands National Wildlife Refuge; if you don't bother them, they won't bother you!
Credit: Michael Schramm/USFWS. Original public domain image from Flickr