The caterpillars commonly called woollybears are the larvae of two moth species. Several other moth species have caterpillars that look similar to wollybears though with different coloration.
Banded Wollybear, Pyrrharctia isabella, 1 and 2.
Yellow Wollybear, Spilosoma virginica, 3-6. Image 6 shows an uncommon variant.
Like all caterpillars, these have six jointed true legs in the front and several pairs of soft prolegs in the rear.)
The Yellow-spotted Tiger Moth caterpillar, Lophocampa maculata, looks similar to woollybears, but with a lot of variation in pattern. While I was observing this individual, it violently shook the stem it was on.
Photos of the adult moths and photos of other variant colorations for some of the caterpillars are available in the excellent Insects of the Pacific Northwest, by Peter Haggard and Judy Haggard.