What kind of worm is small yellow and has a black head like end?

Depending on your location this caterpillar could be an American Dagger Moth (Acronicta Americana) or a Dark Flat (Tapena thwaitesi bornea). The American Dagger Moth is found east of the Rocky Mountains in North America and is fuzzy with black tufts. The Dark Flat is found in Singapore and has a large, heart-shaped, black head.