All of the members of the earwig family have forked tails, and many waterbugs and the many water-living relations of the insects we know also have forked or finned tails.
Common household pests silverfish and firebrats have forked tails. They very closely resemble each other, both about three fourths of an inch long and segmented.
Forked tail insects are a type of beetle. They live in moist and dark areas and eat decaying matter. You can get rid of them easily by spraying or removing the matter.