We’ve always called these blister beetles (belonging to the family Meloidae) because they can secrete a toxin that will raise blisters on some people’s skin. There are something in the neighborhood of 7,500 species of these beetles.
They have an unsavory reputation in some cases because of their presence in alfalfa and the potential for poisoning livestock if enough beetles are consumed.
Mostly they will leave you alone if you leave them alone; don’t crush them against your skin.
This picture was taken at Green Lane Reservoir in Red Hill, Pennsylvania, USA, on October 17, 2012.
A bit more general information can be had here: