In Vermilion, OH (right on the shore of Lake Erie) they have the Woolybear Festival in the fall (Oct?).
When we lived there in the 70's and early 80's my kids loved it.
All the local kids would try to find a woolybear (a caterpillar) and race them at the festival. There also is a parade with everyone dressed like woolybears.
And there always was a local (Cleveland) weather man who was the Grand Marshall of the event and he would predict the winter according to the stripes on the caterpillar. Fun.