Bagworms

You can remove bagworms by hand; earlier treatment with insecticides may be effective. Picking off and burning bags from fall until spring will reduce populations.  It is important to treat during mid-June. Small larvae are more susceptible to insecticides. Larger larvae and molting larvae are not easily killed. Insecticides with some residual are preferred. 

The presence of bags during winter is a good indication of which plants need to be treated the following year.  

bagworm

Reference(s):

Bagworm (VT)

Is it Bagworms or Webworms? (NCS)