These are the caterpillars of a type of moth that has aquatic caterpillars. They can be quite destructive to plants, so I recommend removing them whenever you manage to find them.
Here's some general information about these moths that might be applicable to our local species:
http://www.ecospark.ca/changingcurrents/aquaticmoth
http://watermonitoring.uwex.edu/wav/...pidoptera.html
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