This caterpillar caravan is made of hundreds of pine processionary caterpillars or Thaumetopoea pityocampa marching in a long nose-to-tail processional train when they’re ready to pupate. After finding soft soil to burrow, they’ll remain underground until they emerge as a Pine Processionary moth. But don’t touch! This particular caterpillar’s hairs secrete poison that can irritate human skin and dangerous to animals.
The above video is of another procession that actually begins to burrow. Narrated in French — the species can be found in pine woods across central and southern Europe, including France — they are called les chenilles processionnaires du pin.