This was in Albuquerque. I showed this to Holly, who is staying near Montreal (Saint Lazare, Quebec) and she said there was one like it last week in their back yard. "It's hollow," she said. "Break it open."
Sure enough, the stem is like the lightest closed-cell foam, and it's hollow. The images below are in the order of
Probably opened yesterday; shrunk back down; Current; Still hasn't sprung up from the ground: