Dum, da dum, dumb. Here is the link
I found something like this is Arizona once and dissected it to find what I thought might be a Pepsis pupae. Scroll to the bottom of this page and look at the four-paned image.
Even the intact ones are hollow but with dried material on the inside. Others look hatched and have the end popped off, much like fly puparia. Yet others have small round parasitoid-like exit holes.
We recently turned up these relatively large objects in the Algodones Dunes in southeastern California. They look insect in origin to me but they are very large and frankly we’re stumped. Any ideas?