That green one is a hornworm, they usually eat tomatoes and sometimes peppers too, I don't let those live, they do too much damage. They can strip an entire plant of its leaves it left to their own devices as well as putting holes in tomatoes.
I have one sweet pepper variety and the rest are all hot peppers, no super-hots this year though. Mostly medium hot and a few mild hot varieties. Plus a lot of tomatoes and herbs and some eggplant.
Just figured I'd introduce myself. I'm from Cincinnati and I do a lot of gardening. Mostly peppers and tomatoes, but a few other things as well. I love all things spicy and love to cook with the things I grow.