Without seeing a picture or having a more detailed description, I can only guess that you've been blessed with the presence of Potter's wasps. They are predatory insects, capturing caterpillars, grubs, spiders, etc., paralyzing them with a sting, then stuffing them inside those little mud pots with a single wasp egg. The wasp larvae will have fresh caterpillar to feed on as it develops into a mature Potter's wasp.

Take a look at the attached link. Let us know if the images hit the mark or not. If not, we'll need an improved description.

Here is a link that might be useful: Is this what you have?