Here is one of John's pic of the pretty little moth. It is hard to tell, but the head and edges of the wings near the head are lined in orange. You can see that in this picture from BugGuide.
The orange trim on the moth comes from the caterpillar, which is bright orange. Now, you are probably thinking, "Well, I know why it is endangered... anything could spot a bright orange caterpillar!"
I can never resist taking pictures of Butterflyweed...
Actually, the orange hue is great camouflage. The caterpillar loves Butterflyweed, Asclepias tuberosa. The flowers on this plant, as you can see, is a brilliant orange. The caterpillar can wrap around the flowers and be completely concealed. Butterflyweed is in the milkweed family, so the orange color that the caterpillar wears so boldly is also warning colors. Butterflyweed, and other milkweeds, contain cardiac glycosides. These chemicals cause the caterpillar to be very distasteful to any bird or other animal that decides it might like to snack on it. If enough of the chemical is ingested, it can cause vomiting and other assorted problems.
Unexpected Tiger Moth is found in Indiana in Hoosier National Forest. This Conservation Assessment contains more information about the life cycle of this moth and where it is located in the Ohio Valley area, including Indiana.