The mullein moth (Cucullia verbasci) is more often seen as a caterpillar than an adult flying moth. It can found on the leaves of verbascum plants, especially great mullein, and less frequently on common and water figwort. It is quite common to see large hole in mullein leaves and when you take a closer look you find these attractively marked caterpillars.
Anywhere these plants thrive then so do the mullein moth larvae. The verbascum family of flowers tend to grow in waste places and scrubby areas, often where there is open ground and little competition from more aggressive species. Great mullein is not that common in Dorset so, not surprisingly then, this moth is not that common here either.
The adult flies in April and May but I have never seen it as it is that it is one of the few species that does not seem to be attracted to light and therefore a moth trap is of little interest to them. The caterpillars emerge in late June and may be found until mid-August at which point they pupate and over winter in this state ready to emerge in the spring. However, they can stay a pupa for up to four years before emerging which is quite remarkable.