I have this funny little kids book, old-school, maybe from the 40's, called "Have You Ever Seen?" And it lists the strangest little things: a monkey at the front door? a rabbit playing bongos? Tries to play them off as somewhat real. One of them is "have you ever seen...an insect fly?" or something along those lines. Anyway, it turns out to be a caterpillar that one of the little girls has picked up and that turns into a butterfly.
The whole thing that made me think of it are these: Have you ever seen a spectacularly blue and brown striped caterpillar?
of course desert caterpillars would be this beautiful!