whose cocoon is this?

hi ! i found two of these cocoon-ish things on my wall outside, they’re both about an inch long. both were tan colored but one had a bit more white on it. assumed they were either a kind of cocoon or a wasp structure. i took one off the wall to look inside and i found a brownish-reddish larva/chrysalis ?? i’m not sure what made it but i’d like to know so i can take the other one off the wall if it’s not good. google didn’t help at all, so any help is appreciated, thanks !!

i live in arizona and i know these were put there in the last few days since they weren’t there when i last checked.

imageshack.com/i/pmLcofhoj
this is the one i took off and opened, inside is the larva or whatever it is.