Yep, we get them here in Kansas, too, although I haven't heard anything about the ones here being dangerous. It's best to avoid touching any hairy caterpillar, though, because usually the hairs can at least give you a rash.
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Yet in my new wildness and freedom I almost welcome the bitterness of alienage. For although nepenthe has calmed me, I know always that I am an outsider; a stranger in this century and among those who are still men.
-H. P. Lovecraft, "The Outsider"