We live in NH. Every summer evening before sunset these bugs appear in
swarms of thousands, usually in a tight, stationary "tower" maybe 2 feet across and up to 8 feet tall. They don’t bite and can’t be chased away. If they set up a "tower" over a table, and the table is moved, they will move with the table. They never, ever sit still or land so photos are difficult, but I managed to get the attached which might help. If they’re going to share our back yard with us, we’d like to know what to call them.
It sounds like you have Water Midges from the Family Chironomidae. The larvae develop in shallow areas of lakes, ponds and streams where there is a heavy growth of aquatic plants. Adults emerge in such numbers as to be a nuisance, but fortunately, they do not bite. According to Hogue: “Small clouds of males are frequently seen hovering in the air over or near water. At times, they form larger clouds that look like smoke over trees or tall structures; these aggregations are attractive to females and are the chief mating strategy of many species. Tremendous numbers may also gather around lights on warm summer evenings.”