Milkweeds are very attractive flowers for insects. This margined leatherwing, Chauliognathus marginatus was one of many on a common milkweed flower I checked out yesterday. Margined leatherwings are a type of soldier beetle and are related to fireflies.
The little yellow sack-like things are called pollinia, and are bags of pollen. This is a structure that is unique to milkweeds. The flowers are pollenated when an insect carries one of these bags from the “stigmatic slits” of one milkweed flower and transfers it to the stigmatic slit of another milkweed flower.
This individual is carrying an unusually large number of the pollenia.