They are called spit or spittle bug. The nymph encases itself in that foam. I always squirt mine off with a hose. They like the humid weather. I think the adult overwinters in garden debris, so you might want to make sure everything is cleaned up this winter. Good luck.

Spittle bugs can be common on some wildflowers, but I have never really seen much damage from them on ornamental plants. I am sure they can do some damage, but they don't seem to be a major problem in my experience. Each ball of spittle will have a little larval bug in it, and like Melissa says, they can easily be removed.