This large, very distinctive looking bug is pretty common in late summer-fall. These are noticeable because of their size, about 20 mm. As their name suggests, they are native to the western part of the continent, but, according to Bug Guide, have been moving east since the 1950's. They can sometimes be found when the weather gets colder, trying to get inside houses where it is warmer (you can't blame them!). As Bug Guide notes, they are "unable to bite/sting/infect people or pets, damage property, or even reproduce indoors". In other words, harmless.