Hmm doesn't the outer layer usually rot away on a black walnut? This is a wood like substance about 1/16 inch thick and completely hollow. I'm fairly sure it had seeds in it at one point in time, so that's why I'm assuming it's a seed pod. I've searched google high and low trying to figure out what it is no luck lol.
Well, I suppose it "could" rot away, but it certainly looks an awful lot like it. Can you go back to the location where you found them/others? Take note of the terrain, trees, other vegetation, etc. and see if there is some clue there that will help you.