Flightless grasshopper, almost 3 inches long. Found in the yard on the edge of a flower bed. Black nymph juvenile? Also called the black diablo, devil's horse and, in my area of south Mississippi, the graveyard grasshopper.
Native to the Southeastern and South Central United States. They live in open pine woods, fields, croplands, roadsides, weedy vegetation.
Species name = small (micro) + wing (pteron). And there's some discussion about the species name. Bug Guide and Wikipedia say the correct name is Romalea microptera, noting that Romalea guttata is no longer correct. Encyclopedia of Life has references to both, but uses Romalea guttata in its main article.