EWWWWW. I looked very closely and I quickly found the green little caterpillars (I didn't take a picture). Nasty! I picked them and threw the on the driveway (usually birds get them very quickly). Here is the damage on the arugula.
You know, I could probably cut off the damage to see if they recover...but I think I am going to just pull it out. They aren't growing so well and I can't quite get over the caterpillar poop. I will try with the green leafy veggies in the fall. I hope the cooler weather will make the arugula less spicy than the current "crop" (I'm not sure if spicy is the right word, it just had a really strong...bite).