Many of them

Tenney A.M. Sanborn, Natural History. A manual of zoology for schools, College and the General Reader, New-York, Charles Scribner, 1865.

Phryganidae, Latr., or Caddice-Fly Family.
… The larvae are found abundantly at the bottom of ponds and streams in cases composed of bits of wood, or grass, or of shells, or grains of sand, and lined with silk. They carry the case about with them, crawling along the bottom, and even rising to surface on the water. Many of them load one side of the case with heavier pieces, so as to keep that side downward.