The Winter Moth have definitely arrived in Arlington MA. These photos were taken the evening of November 25 2009. The male moths shown are attracted to light and to the wingless females. After mating, eggs are laid in tree bark crevices, under lichen and elsewhere. In the spring the eggs hatch and release tiny and destructive caterpillars (larvae). They eat tree leaves, dropping their droppings below, and swing down and sideways onto other trees by filaments. They are destructive to oaks, apple trees, roses, other perennials, and are the bane of blueberry growers in coastal areas, inflicting considerable economic damage. You may have seen swarms of these when driving at night or raking leaves.
For more information, see the excellent U Mass Extension Fact Sheet
by Robert Childs and Deborah Swanson.