The Lovebug (Plecia nearctica) is a species of march fly found in parts of Central America and the southeastern United States, especially along the Gulf Coast. It is also known as the honeymoon fly or double-headed bug. During and after mating, matured pairs remain together, even in flight, for up to several days.
Lovebugs

Bernard DuPont, France [CC BY-SA 2.0] via Wikimedia Commons