Very furry chocolate brown caterpillar, never seen one this color before. Maybe a Yellow Bear (Spilosoma virginica) Virginian Tiger Moth, I've heard they come in many colors? This one was about 4 cm long.
Spotted mid September, 2010, Nova Scotia, Canada.
I believe that this more likely is a larva of a great tiger moth, Arctia caja (Lepidoptera: Erebidae; subfamily Arctiinae) - see http://tinyurl.com/2v8ehac for an image.
