They are members of the Bagworm moth family. This refers to the cocoon 'bags' that the caterpillar spins and carries with it. The cocoon gets covered in bits of leaves and sticks and other plant debris. When it is time for the caterpillar to pupate, it attaches the cocoon to a branch on a tree or shrub and enters it to complete the next part of its life cycle.
Adults are active in the daytime and can be seen from spring through autumn. They are considered good pollinators. A variety of plants and shrubs are food for the caterpillar. This moth gets its name from the Ailanthus tree, where its larvae make webs on leaves. The grayish caterpillars particularly like to feed on the foliage of this tree.
Once a female lays her eggs in her old cocoon to protect them, she dies. Only one generation of moths lives every year. The eggs overwinter in their case and emerge as caterpillars in the spring.