Hehe, I took some on a short road trip recently, too!
The next time I went out of town for a couple of nights, I decided to leave them at home. I used shallow tubs (from cream cheese, deli counter, etc.) and poked holes in the lids with a metal shish-ka-bob skewer. I filled the tubs with water and the holes from the skewer were just the right size for swamp milkweed branches to fit through. I pushed them down until they were in the water and there were still a lot of fresh leaves on them when I got home 2 days later.
My husband was home looking after them though, just in case they did run out of leaves, and the caterpillars were pretty small at that point (2nd or 3rd instars), so not inhaling giant leaves on an hourly basis
But it was nice to know that option exists if I'm not going to be home with them for a short period of time!