I'm pretty sure it's an ant lion. The larvae form the little conical depressions, and lie in wait at the bottom. Ants, or other small insects fall in and are grabbed and eaten. I saw a bunch of those pit traps last week on a prospecting trip. They're somewhat rare around here, but we had many in southern California when I was a kid. The adults aren't predatory like the larvae. Interesting that Old Digger said it looked like a damsel fly. The description said they look like a damsel fly, but with "clubbed" antennae.
Jim