The caterpillar you are referring to is called the Banded Woolly Bear caterpillar.
Frangipani sphinx moth caterpillar
The Yellownecked caterpillar is yellow with a black head. This particular caterpillar also likes to eat the leaves of the white oak tree.
The Jamba Ramba Caterpillar is a fuzzy yellow caterpillar with a black head and black tufts that look like spikes.
Depending on your location this caterpillar could be an American Dagger Moth (Acronicta Americana) or a Dark Flat (Tapena thwaitesi bornea). The American Dagger Moth is found east of the Rocky Mountains in North America and is fuzzy with black tufts. The Dark Flat is found in Singapore and has a large, heart-shaped, black head.
The small grey bird with a black and white striped head is called a chickadee.
It is an American Dagger Moth. Some People say they can sting. I have one, and its living in its own silk.
Badger
The small bird with a yellow belly and black head is called a Yellow-bellied Flycatcher.
The Eurasian Blackbird is a black bird with a yellow beak.
The bird species known for having a yellow belly and a black head is the Yellow-headed Blackbird.
Most species of caeillians are a blue-grey color. However, they can be bright yellow, black or brown. The head can possibly be pink. Some caeilian species can have striped or blotched areas and segments.
A white caterpillar with black spikes is known as the Hickory Tussock caterpillar. Beware of picking up this beautiful and unique insect, because they may cause allergic reaction an itching.