There must be pollination to form a pod. Some pods do not make it to maturity and shrivel up and die. There are several reasons for this:

1. The plant is not a good parent.
2. You have crossed a dip with a tet.
3. If the plant is stressed by heat or lack of water, the first thing it will do is give up seed pods.
4. Too much moisture in humid conditions will make the pod start to rot.

Pods cracking open without seeds is an unusual thing. When I've had this happen, there are usually insects involved.

Debra

Did you do the pollination, or are these wind or bee pods that have formed?

They must be wind or bee pods, because I haven't done anything. We also have hummingbirds, if they would help?
The bulbs grow huge but just never crack open. Eventually, they turn brown and start to shrivel instead of cracking open.

It may be that your variety is not self fertile. It senses pollination but blocks the formation of seeds from it.
Do you have more than one variety? If so, are they the same ploidy? If not, again pods will form from cross pollination, but no seeds will be produced and eventually the pod dies. I suggest you pollinate one flower yourself and mark it somehow and see if the plant is fertile. Some daylilies aren't. Pollination is most successful early in the mornings before it gets hot.
There are also triploid varieties such as the tiger lily, ditch lily, tawny lily, kwanso, flore pleno and others. Most are orange with a red eye and grow wild in the northeast. If this is the type of daylily you have, they do not normally produce seed.
Good luck, Ed

My lilies are just a vibrant yellow.
How do I pollinate a flower?

'How do I pollinate a flower?'
Boy, that's an opportunity to pull your leg a little!
Go to You Tube and search for 'how to pollinate a daylily'. There are videos that will show you how.
After pollination, leave the flower in place. If the pollination was successful, a pod will form a few days later. It will take about 6 weeks to mature. When it starts to turn brown and crack open, harvest it. The seeds inside should be shiny, black and firm. If your plant is a dormant variety (foliage dies completely each winter), you will want to give them cold, moist stratification before planting, for best results.
Ed

I spent one summer pollinating wild ditch lilies and every pod shriveled up and fell off-they do that. Stout made something over 7,000 (I don't know who counted them_) dabs on wild fulva and got something like 57 seeds or pods (I'd have to look it up to remember which) but once he got them they were the basis for many of the early cultivars. I spent this summer dabbing pollen on Ed Murray and most of them have fallen off. Some people don't like to waste time on difficult crosses but I want more Ed Murray seedlings.