Spiders?

If not spiders then spider mites perhaps? They can make some pretty extensive webs and both yew and daylilies are subject to getting them.

If it is spider mites (tapping the leaves holding a sheet of typing paper under the branch will reveal tiny specks crawling around) simply spraying with water every three days is a good control as it interupts their breeding cycle. Horticultural oil and soaps sprays are good also.

As for spiders I just leave them ...

Most likely at this time of year and in your region = spiders.