Japanese beetle.
A common remedy is a neonicotinoid systemic insecticide like acetamiprid or imidacloprid. Apply before you see Japanese Beetle damage, the plant takes it up, and if the beetles show up they die after ingesting any leaves.
They're kind of a pain though when they show up unexpected because you usually see heavy damage by the time you realize they're there. They eat fast. Something like TenGard as Larry suggested would be good if you know they're hitting your plants regularly. The active ingredient permethrin is a "contact killer" as I understand it and washes away fast. In the same category there's bifenthrin. Same mode of action, and requires contact, but sticks around a bit longer, like a couple of weeks. Might brown up any existing blooms on your roses though.
All of this stuff you can find under regular brand names at any hardware store.
For next year I'd suggest finding some imidicloprid and use that in your watering schedule as directed by the label. It's a pretty common one in products labeled for use on roses. Sometimes you'll find it with a systemic fungicide tebuconazole to help keep powdery mildew down. Bayer makes a "3 in 1" product that contains both plus it's got fertilizer in it too, hence the "3 in 1" designation. If I had roses, and I cared about them looking nice, I'd probably use that routinely.
