See and read more about mayflies on Bug Guide which is where this wonderful photo by Werner Eigelsreiter is posted.
Mayflies occur in rivers, streams, ponds and lakes and they are an important food source for several species of fish. The aquatic nymph develops through several stages then moves to the surface to molt into a winged sub-adult that flies to nearby plants and molts again into an adult that usually live only for 48-72 hrs.
Mayflies belong to the Order Ephemeroptera and you can see and read more about them on Bug Guide's website.
