Back in early May I was walking to the town centre with Zoe and, unusually for me, I had my camera with me (I rarely take it when I go into the town). All along Kennetside there were lots these mayflies on the path, and we had to take care not to step on them. I later identified them as Ephemera danica (Ephemeroptera: Ephemeridae). According to this page at the Ephemeroptera Recording Scheme, this species is distinguished from the similar E. vulgata and E.lineata by having large dark markings only on the last 3 abdominal segement.
Photo taken at Kennetside, Reading, UK, on 2009-05-04.