I found a thread on a search I did about my disappearing Gulf Frit. caterpillars and the suspected culprit wrens. And BINGO! it confirmed my suspicion. I can't seem to get the link posted correctly but it was posted by missherry in 2009.

http://forums.gardenweb.com/forums/load/butterfly/msg0720202826706.html

I noticed four young wrens in my yard and watched with delight as they would eat various bugs in my milkweed . Since we don't have monarchs this time of the year i figured no harm. Well I had recently counted 25 GF caterpillars in various instars on my passion vine but the following day I could not find one.

Here it is 4 days later and still no cats. Then I recalled how the same thing happened this spring with the monarch cats. So 2+2 = I guess its time to build some rearing cages .