EasyPeezy is right on -- the lanolin in wool does the trick. If you happen to have a dog with an undercoat like a sheltie the undercoat also works well. My mom once spun dog undercoat into yarn for a good friend. Never got any feed back from her on it but knowing my Mom and seeing as she never offered ever again it must of been either too time intensive .or very tricky. A good undercoat brushing leaves your hands soft. Might want to consider pre-felting the wool batting a bit.