Caterpillars of the silk moth genus Hyalophora (Lepidoptera; Saturniidae) construct multilayered cocoons that function as overwintering housing during the pupal to adult developmental period. While all cocoons share the primary function of protecting the developing moth, cocoons spun by different Hyalophora silk moth species vary significantly in architectural features and in the level of intraspecific cocoon-type polymorphism. We compared the cocoons of Hyalophora species found throughout North America and investigated the evolution of architectural variation. We first characterized and compared the architectural features of cocoons at all three cocoon sections (outer envelope, inner envelope, and the intermediate section that separates them), and found that variation in the outer envelope underlies the differences in architecture between cocoons. Phylogenetic analysis indicates ancestral polymorphic architecture (both “baggy” and “compact” morphs), with diversification within Hyalophora for both monomorphic “compact” cocoons, and increased intermediate space and silk in “baggy” lineages. The evolution of these traits suggests a potential functional role for the different cocoon architectural forms.