Well Mary and Jeff, I have the Peterson book of Eastern and Central N.A. While it doesn't show babies of either bird that white stripe sure makes it look more like the cliff swallow. There is a picture of their nests, "juglike nests under eaves or on cliffs". The purple martins like martin houses but if there aren't any around I suppose they have to make a nest somewhere else.

I have a very large and heavy 2 volume set of bird books that used to belong to an uncle that should have more detailed information. I can check them in a day or two.

(I hope he doesn't want us to ID that bug too! )