Darla from Florida was the first one to guess. She has some great flowers on her site. My friend Craig from Florida was way off with the caterpillar but it was the funniest. He has one going if you want to take a guess at the animal from my area. LOL
It is the hull from the growing nut of the Ohio Buckeye Tree. This is a photo of all the nuts growing from one flower stem. There will be a big harvest of Ohio Buckeyes this year. Here is my original photo before the crop. They are not sharp spikes and are gone by now when they turn brown.