The Cinnabar Moth Caterpillar is one of the few that I've seen as both a caterpillar and a moth. You can see the moth here. It feeds on Ragwort (as shown in these photos).

The caterpillar has very different colours to the red and black moth. Yellow and black in the insect world normally signifies danger - Ragwort is poisonous, and the poison from the leaves is stored in the caterpillar's body (and even remains when they are an adult moth). They will have a foul taste if a bird eats it, although a cuckoo can apparently eat them without a problem.