Probably a black swallowtail. They lay their eggs on Fennel and parsley and then eat it as they're growing up. Check out this link.

Sorry, I'll try that link again.
http://images.google.com/images?biw=&q=black+swallowtail+caterpillar&hl=en&btnG=Search+Images

Yup thanks catherine this was the guy:

Here is a link that might be useful:

They turn into one of the most gorgeous butterflies, often pictured on covers of books. :)

Here is a link from the Butterfly Forum Gallery.

Here is a link that might be useful: Female Black Swallowtail

BTW: When the BST caterpillar is young, it is black and white! Then, as it eats and poops and grows older, it slowly changes into that gorgeous green colour :)

Thanks for the link! What a pretty butterfly. I'm glad I gave it some food. That's one of the main reason I planted all the fennel and carrot (queen anne's lace)....