What kind of caterpillar type bug is this?
Likely to be a black carpet beetle larvae



http://www.ipm.ucdavis.edu/PMG/PESTNOTES/pn7436.html

For more facts try: http://www.ipm.ucdavis.edu/PMG/PESTNOTES/pn7436.html 
Don't worry though, they live everywhere!

Wikipedia has some info on the family of beetles that they belong to (http://en.wikipedia.org/wiki/Dermestidae). I don't think they really cause any harm, except in natural history museums where they tend to munch the collections of animals...although this can also be a good thing:

'They are used in taxidermy and by natural history museums to clean animal skeletons' 1

1 VanClay, Mary. "Bitten By the Bug". www.johnsonstring.com. Retrieved November 10, 2012.