Last instar larva (caterpillar), annotated diagram for glossary. Here you can see the six true legs (also called thoracic legs) and the (five or more?) sets of prolegs, including anal and abdominal (or anterior) prolegs.

See also Lynette's diagram:


I had taken these shots of a Black Swallowtail caterpillar some time ago, intending them to illustrate the glossary item for prolegs, and Lynette beat me to it. Looking at them, I decided there was still value in adding them--with the details of the prolegs versus the true legs.