I found a fur helmet on one of my previous playthroughs, but I don't remember where it is. For some reason I've only ever found one in this game. You can get a hide helmet a dime a dozen in this game, but the fur helmet?... Does anyone remember where it's found?

http://elderscrolls.wikia.com/wiki/Fur_Armor_(Skyrim)

If you read the first paragraph under the Attributes section it'll give you a location.

There's two in White River Watch, just down the road from Whiterun, and one in the Dainty Sload near Solitude.

I know of the two in White river watch,thats the best place to get one.

The Dainty Sload