A few springs ago, I came across one of the Virginia Ctenucha moth caterpillars perched on a leaf and starting to form a cocoon. They use the hairs on their body to do this and begin by affixing those hairs around the edge of leaf, as can be seen here. In due course they form a cocoon that looks like this: http://www.pbase.com/laroseforest/image/117030421 Later in the summer, the adult moths emerge. They are dayflying moths and are quite attractive, as can be seen here: http://www.pbase.com/laroseforest/image/108714140