This is a Sedge Wren nest photographed by Lispenard Horton.  The photo was taken near Poughkeepsie, possibly at Gretna (northwestern Pleasant Valley) and likely on either June 23, 1897, June 5, 1902 or July 22, 1902 or maybe another time!  It came from page 488 in Eaton vol. 2 (1914). 

The Sedge Wren has not been confirmed nesting (indeed is seldom even seen) since the early 1930s in Dutchess County.