Aren't they lovely!* Since you found then in the woods they are most likely the native Iris cristata.
http://www.missouriplants.com/Blueal...tata_page.html
I can't see the pic clearly enough to tell if they have a beard, but if there's no beard they could be Iris verna.* The leaves on yours don't quite look like these and these are very rare in the wild anymore due to collectors.
http://www.missouriplants.com/Blueal...erna_page.html
I'm hoping that you own the woods where they were dug.* If you are not sure of a flower you see in the wild, it's always a good idea to take a picture and then research what it is.** There are many native plant nurseries that reproduce these wonderful plants for the public.
Newt
When weeding, the best way to make sure you are removing a weed and not a valuable plant is to pull on it. If it comes out of the ground easily, it is a valuable plant.