These are the seed pods. Each pod has outer layers that are easily peeled away to find another seed casing. Each seed pod has at least 3-4 seeds in each one and each is covered in a soft brown downey silk.
I assume that if left on the vine these would open up and fly thru the air and land where they may sprout out new vines.
Common name: Pink Moon Vine
Family: Morning Glory
Plant Link: http://plantsdatabase.com/go/53206/