Along the West Coast from Southern California to the Puget Sound, anise swallowtail caterpillars feed on fennel or anise (Foeniculum vulgare) as a host plant.  It is possible to find caterpillars in your yard, along roadsides or highways, or in disturbed areas where this plant grows.  This butterfly has many generations from early spring to late fall (especially in Southern California); so it makes sense to check this plant for eggs or caterpillars often.