There are over 150 species of Lepidoptera on the Azores. The Azores Grayling is the only endemic butterfly species (with three local sub-species/ sub-species depending on different authorities). The Large White present in the archipelago is also an endemic sub-species. American Painted Lady occurs occasionally as a migrant from the Nearctic and Monarchs have colonised some of the islands and also occurs as an occasional migrant.
There are over 30 endemic species and subspecies of moth for the Azores. For a full list of species see here