The worm inside the bag-like structure is called a bagworm, they carry it around to hide inside.
The brown worm is a butterfly, a very large and beautiful swallowtail. It's camouflaged to look like bird poop.
The spider looks like an old female Latrodectus curacaviensis and they are quite venomous so be careful. They are shy and slow to to bite but make sure that you never trap it in your hand accidentally.
I don't know what the last one is