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Ctenucha virginica
Yellow and black
Garage
This fuzzy caterpillar is in the Tiger Moth family. If you look at the photo section from the link I sent you will find some that look just like your example. The range is correct for your area as well from what I can see.
Not a very interesting name I think but the caterpillar and moth are both interesting looking (to me anyway!). Link to the photos specifically:
http://bugguide.net/node/view/7773/bgima...