These guys have been all over the place in Salt Lake City, Utah. I’m doing some google-fu to try and get more specific about what kind of Mayfly it might be.
The Utah County Health Department wants people to know that mayflies are not mosquitoes, and do not carry Zika. From their website:
Mayflies are not true flies but belong to the order Ephemeroptera, which means “short lived.” Adult mayflies live one to two days and do not feed. The adults molt once, leaving their old cast skin on the wall surface where it was shed. They are easily recognized by a triangular wing and two or three thread-like tails. Larvae are an important food for many freshwater fish. Eggs are laid on rocks or other objects in the water.
So far the information about suborders of mayfly that I’ve been able to find has a lot to do with the nymphs’ development of thoracic shields and the fusing stages of forewings, so I doubt I’ll be able to make an identification from this photograph alone.