Check thrift and secondhand stores. Sometimes they have real and fake fur made into hats, scarfs, sweaters and whatnot. Check the womens' clothing sections. At Halloween shops you can find hair on masks and wigs, especially after Halloween when they do their closeouts. The dollar store can be another good source for craft fur on cheap toys.
Also, if you can pay online, Wang sells synthetic hair through his eBay store:
I know this is an older post but for you guys that like tie'n with foxtail check out ETSY, sometimes you can get a deal on some good looking material, also some of the craft hair that is sold there will make you think "what can I make with that" crazy color combo's for sure.