From Ann Zinn:

Those are damselflies and they are mating. See http://www.gardensafari.net/english/dragon_flies.htm
for a complete description of the action.

And from David Shappirio:

They're Damselflies, very frequent from about May on till frost. It's not necking, but sort of close. It's how the male & female transfer & collect sperm.

Try http://images.google.com/images?hl=en&q=mating+dragonflies&btnG=Search+Images&gbv=2 >

Also http://www.geocities.com/brisbane_dragons/Mating.htm >

And a comment from David Fallow: Those are two Bluets (which are Damselflies; there are many spp. of bluets and I'm not sure which those are) "in tandem," which means the male (the bluer one, holding onto the plant) is holding the female, using the claspers at the end of his abdomen to grip her behind her head. They've probably already copulated, and he is guarding her against other males. They will fly around in this position, probably until she lays her eggs or until they both get eaten by a dragonfly! You might try going to wisconsinbutterflies.org which has some damselfly photos as well as details on a damselfly field-guide.