Here are some books that I have found helpful in identifying and learning about moths.  Many are out of print and require a bit of searching.  In my library, Covell's and Handfield's guides are probably the most dog-eared from use.  Mitchell and Zim's Golden Guide is good for seeing common species AND their caterpillars.  Ring's, Sargent's, Tuske's and Grehan's are great for specific familes and the three USDA caterpillar books are a godsend!  

Beadle, David, and Lecke, Seabrook 2012. Peterson Field Guide to Moths of North America. Houghton Mifflan 

Brewer, Jo and Winter, Dave 1986. Butterflies and Moths, A Companion to Your Field Guide. New York: Prentice Hall Press [out of print]

Carter, David 1992. Butterflies and Moths: Eyewitness Handbooks. New York: Dorling Kindersley, Inc.

Covell, Jr., Charles V. 1984. Eastern Moths: Peterson Field Guides. Boston: Houghton Mifflan [out of print]

Dickerson, Mary C. 1901. Moths and Butterflies. Boston: Ginn and Company [out of print]

Grehan, J. R., Sabourin, M., and Hanson, P. M. 1995. Maple Feeding Tortricidae of the Northeastern United States, Guide to Identification of Adults. Vermont: Agricultural Experiment Station, University of Vermont

Handfield, Louis 1999. Le Guide des Papillons du Quebec. Broucherville, Quebec: Broquet

Heitzman, Richard, J. and Joan E. 1987. Butterflies and Moths of Missouri. Missouri Department of Conservation

Holland, W. J. 1903,1968. The Moth Book, A Popular Guide to a Knowledge of the Moths of North America. New York: Dover Pubications [out of print]

Ives, W. G. H. and Wong, H. R. 1988, 1992. Tree and Shrub Insects of the Prairie Provinces. Edmonton, Alberta: Northern Forestry Centre, Canadian Forestry Service

Kimball, C. P. 1965. The Lepidoptera of Florida, An Annotated Checklist. Florida: Division of Plant Industry, Florida Department of Agriculture

Lutz, Frank E. 1918, Revised 1948. Field Book of Insects. New York: G. P. Putnam's Sons [out of print]

Maier, Chris T., Lemmon, Carol R., Fengler, Jeff M., Schweitzer, Dale F., Reardon, Richard C. 2004. Caterpillars on the Foliage of Conifers in the Northeastern United States. USDA, Forest Service, CT Agricultural Experiment Center

Mitchell, Robert T. and Zim, Herbert S. 1962, 1987. Butterflies and Moths, A Guide to the More Common American Species. New York: Golden Press

Rings, Roy W. et al. 1992. The Owlet Moths of Ohio. Ohio: College of Biological Sciences, The Ohio State University

Rockburne, Eric W. 1976. The Cutworm Moths of Ontario and Quebec. Ottawa: Research Branch, Canada Department of Agriculture

Sargent, Theodore D. 1976. Legion of the Night: The Underwing Moths. Amherst: University of Massachusetts Press [out of print]

Stanek, Dr. V. J. 1977. The Illustrated Encyclopedia of Butterflies and Moths. New Jersey: Chartwell Books, Inc. [out of print]

Tuskes, Paul M., Tuttle, James P., and Collins, Michael M. 1996. The Wild Silk Moths of North America. Ithaca and London: Comstock Publishing Associates 

Wagner, David L. et al. 1997. Caterpillars of Eastern Forests: USDA

Wagner, David L. et al. 2001. Geometroid Caterpillars of Northeastern and Appalachian Forests: USDA

Wright, Amy Bartlett 1993. Caterpillars: Peterson First Guides. Boston:Houghton Mifflin Company
Some helpful guides, 
if you can find them...