This half-inch black fly with half-black, half-transparent wings is a bee fly (family Bombyllidae), which, of course, mimics a bee. Some members of this family look even more like bees, with striped orange and black fuzzy abdomens; many seem to have followed this theme of black and/or silver “fur” instead. You can tell this is a fly, rather than a bee, because of those huge eyes. Real bees have much smaller eyes.
(There are probably lots of other ways to tell, especially if you have a microscope.)
I was having the devil of a time finding this guy, because there are lots of bee flies, but none seemed to have this fly’s distinctive silver hiney. When I eventually stumbled upon the correct species, I laughed out loud — argyropygus comes from the Greek argyro, meaning silver, and pygus, meaning, er, “hiney”. (The cute little silver fluffs at mid-section are also distinctive for this species.)
I’m not sure what the taxonomists were trying to do by naming the genus Anthrax. They probably weren’t thinking at the time. According to bugguide.net, Anthrax the genus comes from the Greek ανθραξ, meaning “coal”. (Most flies in this genus are predominantly black, so it makes sense.)
Anthrax argyropyrus (can I name it the silver-butted bee fly?) can be found all through the US into Mexico and Cuba.