Milkweed Assassin Bug
Had no clue these existed until Shady Oak posted a pic today of one eating a caterpillar. I'm glad they don't live this far north so I don't have to worry about them hanging out on my milkweed.
I'm guessing they got their name because they resemble milkweed bugs.
Here is a link that might be useful: Milkweed Assassin Bug