Mix up some BT (Bacillus thuringiensis - "Thuricide" is a brand of concentrate I use--keep it in the fridge) and spray it on those plants. The caterpillars will ingest it, and though you might see them around for a few more days, they won't be eating.
I use it in a small 1.5 litre hand-held sprayer, one that is about $5 at Home Depot or ACE Hardware. You'll need only a teaspoon or so, and I add a little fish fertilizer for folliar feeding, then fill it to the line with water. Don't broadcast this all over, keep the spray to the affected plants. BT will kill butterflies and beneficial moths, so keep it to the plants that need the treatment only.
This time of year the plants probably won't be growing a lot of new folliage, but you can stop the damage at this point. If we have heavy rains, you might want to apply it again in a week to get any stragglers. http://en.wikipedia.org/wiki/Bacillus_thuringiensishttp://www.bt.ucsd.edu/