My husband says this is a mayfly. After looking it up, I think he is correct. Apparently they come in hundreds of varieties. While looking it up I found this website, which you might find interesting if wanting to learn more about the mayfly (www.mayfly.org).
This one was on the outside of our door.
As a side note, be forewarned, if you photograph the outside of your door on macro mode, you will want to scrub on it for a week! Eeek!