The woolly bear caterpillar is an insect that is often associated with fall and winter. This plump, fuzzy caterpillar is known for its distinct appearance, with its black and orange bands creating a striped effect. While the woolly bear caterpillar is a commonly recognized name for this creature, there are other ways to refer to it. Some synonyms for the woolly bear caterpillar include the Isabella tiger moth caterpillar, the banded woolly bear, and the fuzzy bear. These names all refer to the same species of caterpillar, which can be found in North America and Europe.