You first step is to figure out where your moth infestation originated. Look for holes in any garments made out of animal fibers to try to find out where the moths have been leaving their eggs, since it's the larvae that feed on them after they hatch. Commonly what will happen is that someone buys a piece of secondhand clothing that's already been infested, thus transferring the infestation to their own closet. Depending on the source's financial and sentimental value as well as the extent of the infestation, you may either decide to have the item cleaned and repaired, or it may be more cost effective and safe for the rest of your wardrobe to simply dispose of the infested items. For items that are made of wool or animal products, this means taking them to the dry cleaner's. Let the workers know that you want the clothes cleaned specifically for moths so that they'll use chemicals that will kill moth eggs. Everything else needs to go into the wash with hot water, preferably around 120° Fahrenheit (roughly 49° Celsius), to be sure that any stray caterpillars are destroyed. Finish this process off by drying them in the sunlight, which is known to kill larvae. After you've found the source and gotten your clothes cleaning underway, you need to clean your closet. Moths' eggs can end up in a whole host of places: your floor, the tops and bottoms of shelves, and even the ceiling. Do a thorough job of vacuuming and dusting, especially in the corners and any carpeted areas.  Moth eggs can hide in carpet and under furniture, so it's very important that you thoroughly vacuum everywhere.  Although you do not need to use a special spray for solid, wood surfaces where dusting is easy, there are special sprays that you can buy to use on your clothing and carpet to repel and kill moths. ContainerStore.com, GreenFibres.com, Lakeland.co.uk, and RoullierWhite.com all sell sprays ranging from $7.50 to $18.60 per bottle. These traps lure male moths to powder that contains the pheromones of female moths. This powder sticks to their wings and gives the male moths the false appearance of female moths. With both male and female moths confused as to who to breed with, the breeding cycle can be effectively ended. Mothballs are an effective way to kill moths. They contain naphthalene, which is made from crude oil or coal tar, and turns from a solid to a toxic gas. When it's inhaled, it reacts with cells, breaking them down and damaging tissue.  Items like coats that have pockets can be protected by putting mothballs in the pockets. Be careful: using mothballs around small children and pets is potentially very dangerous, especially if ingested.  Clothing that has been stored with mothballs should be washed afterward to prevent anemia (when blood doesn't carry oxygen through the body) caused by naphthalene vapors. If you develop a headache, nausea, dizziness, or vomiting after being exposed to mothballs, discontinue using and dispose of the mothballs. High temperatures will kill moth eggs and larvae. So using an iron, which applies direct, high heat to your clothing, will kill moth eggs and larvae clinging to your clothes. It is perfectly safe to iron your wool clothing unless the garment's tags say 'do not iron' or 'dry clean only.' If the clothing item can be ironed, set your iron to the 'wool' setting, use a steam heat, and press from the inside with a pressing cloth between the iron and your clothes. Sub-zero temperatures will kill any larvae or moths in any of their developing stages. If you live in a place that gets cold enough, you can leave your items outside for the day. Otherwise, you can pack them into the freezer for a few days without needing to pack them into plastic bags.  Make sure if you've washed your clothes first that they are completely dry before freezing them or else you risk moisture turning into ice crystals on the cloth. Some sources indicate to freeze your clothes in plastic bags for a week to be sure any pests are completely dead. If all other efforts to rid your closet of a moth infestation fail, you can always turn to a professional pest control service for help. There are usually 24-hour emergency call out services available that you can use to book a last-minute appointment. While this method will most likely be the priciest, it will also probably be the most thorough.  Reach out to a local fumigator by looking up pest control in your phonebook or doing an online search using keywords like "pest control near me." Try finding a number of services to compare pricing, and look to websites like Yelp or Angie's List for customer reviews. Be aware that if you choose to go with fumigation, they will most likely be using commercial pesticides. You and any children or pets you have may need to avoid any areas that have been fumigated for a day or more.
Locate the source of the infestation. Clean your clothes. Clean your closet. Use pheromone moth traps. Use mothballs. Iron your clothes. Freeze your wool. Fumigate.