These lovely animals are commonly known as AMERICAN ORANGE BANDED MILLIPEDES and as their common name would suggest they are from the USA. The picture below shows an adult pair and a selection of juveniles, all captive bred by a friend of mine in Scotland. 

You can see the attractive orange banding most distinctively on the adults below, which have a particularly glossy appearance to their exoskeletons:

Like all millipedes they will curl up into a spiral shape when at rest or if they feel in any way threatened or in danger.  They bury their heads in the centre of the spiral so that if an animal tries to bite them their head is as protected as possible, preventing it from being injured!