At first we thought it was a bird, which may tell you something. It is bright, lemony yellow, and has a wingspan wider than my hand is long. Its body is unbelievably huge, thicker around than James's thumb, and at least two inches long (I held a ruler up the glass.) The feathery antennae are large and visible and it has large mesh eyes and frantically groping yellow squidgy bits.
It is fearfully enormous, larger than some of the little birds around here. I can't imagine a bat trying to eat it--even the big brown bats aren't very much larger than this is. It'd be like me trying to tackle a live goat with my teeth.
I am both fascinated and thoroughly grossed out.
Update: And thanks to level_head, we have an ID! It's an Imperial Moth! Woo! Go Imperial Moth!