2a. Remove all clothes and everything else from closet. (IMPORTANT SAFETY TIP: don't put clothes in other closet or you just multiplied the problem. Put them in the sun which kills larvae).
2b. Clean walls ceiling and floor of closet. Vacuum, wash, go overboard.
2c. Apply chemicals (http://www.e-bug.net/pests/clothes_moths.shtml for ideas). You can also go organic and try diatamacious earth in cracks or other tips. Chemicals work.
3. Clothes. Clean is the answer.
3a. Throw away holy clothes. Dry clean or wash everything left (including non-clothes!). You can try freezing the clothes also, but the larvae are eating the minerals from sweat or oil. Clean overkill here. Don't put anything back in the closet that hasn't been cleaned.
3b. Tasty wool may need to be in airtight containers.
4. Prevention and Monitoring
4a. Prevention by smells moths don't like (moth balls, cedar). Cedar has two choices, buy the little cedar blocks that you can hang on your hangers or you can have a handyman/closet company add 1/4 inch cedar backing to your closet . The cedar must be lightly sanded once every two years to stay "fresh".
4b. Chemicals see link at 2c for ideas.
4c. Indicator sticky traps (2c) to monitor if your done. Cheaper than throwing out your favorite sweaters.
5. Stay on guard. They are hungry and your wool is delicious!
Going out in public or visiting a friend can bring back pregnant female moths.
Check the monitors and replace as needed per instructions.