From Illinois Wildflowers: “The larvae of various insects feed on Wild Columbine, including those of Erynnis lucilius (Columbine Duskywing), Papaipema leucostigma (Borer moth species), Pristophora aquilgae (Columbine Sawfly), and serveral Phytomyza spp. (Leaf Miner Flies).” If you find the leaves completely stripped from your plants, this will be the work of the Columbine sawfly.