The only readily available books are the Peterson First Guide to Caterpillars by Amy Wright published by Houghton Mifflin, and the Golden guide to Butterflies and Moths by Robert T. Mitchell.
There are a few good resources available on the Internet, but there are thousands of kinds of moths and over 700 kinds of butterflies in North America and only a small portion of the caterpillars are illustrated in these sources. There are some photos of caterpillars on the Butterflies and Moths of North America web site. For step-by-step identification assistance, try the Caterpillar Guide of the IDnature guides series. For resources with a regional focus, try Caterpillars of Pacific Northwest Forests and Woodlands or Caterpillars of Eastern Forests. Both of these illustrate common moth and butterfly larvae of the respective regions, with emphasis on those that are economically important. The northwestern guide contains a key that enables the user to identify a specimen based on morphological characteristics. Its use requires the reader to learn some scientific terminology and examine the specimen quite closely, often with a magnifying glass. The eastern guide is organized by family, and the reader will have to search it photo by photo; to make it easier to read, a photo thumbnails feature has been added to this resource.