I found a couple of these larva on my Swamp Milkweed, Asclepias tuberosa, which has been decimated by Oleander Aphids, Aphis nerii. I had seen syrphid flies, Ocyptamus, ovipositing on the parts of the plant affected by the aphids a couple of weeks ago. The larvae of that genus are aphid predators, so I suspect that is what this is. (Comments on another image indicate that it is not possible to identify this to genus from a photo, so I am moving it to family level.)