1.    fore wing - the anterior wings, attached to the mesothorax (the middle segment of the thorax).

2.    hind wing - the posterior wings, attached to the metathorax (the last segment of the thorax).

3.    antennae - pair of sensory appendages, used primarily for chemoreception.

4.    head - the first section of the butterfly or moth body. The head includes the eyes, the antennae, the palpi, and the proboscis.

5.    thorax - the second section of the butterfly or moth body. The thorax consists of three segments, fused together. Each segment has a pair of legs. Both pairs of wings also attach to the thorax. 

6.    abdomen - the third section of the butterfly or moth body. The abdomen consists of 10 segments. The final 3-4 segments are modified to form the external genitalia.

7.    compound eye - large eye that senses light and images. The compound eye is a collection of thousands of ommatidia, each of which acts as a single lens of the eye.

8.    proboscis - mouthparts modified for drinking. The proboscis curls up when not in use, and extends like a drinking straw when the butterfly feeds.

9.    fore leg - first pair of legs, attached to the prothorax. In brush-footed butterflies, the fore legs are modified and not used for walking.

10. mid leg - the middle pair of legs, attached to the mesothorax.

11. hind leg - the last pair of legs, attached to the metathorax.

 

Source: Insect.about.com