Russian Imperial Guard Hussar Cavalry Busby Cossack Lambswool Fur Hat Czar. A busby fur hat made of white lambswool was a sign of rank on most occasions. The regular cavalry and lower commanders had black or brown Busby's. Almost all Hussar hats are some type of fur like bear, opossum, odder and wool felt. However, lambswool and sheepskin seems to be the fur of choice for Russian Cavalry Hussars, which might be because that is what the famous Russian Cossacks Cavalry used. Also, the term Hussars and the fur hat they wore derived from their Slavic cousins in Hungary who also used sheepskin or lambswool.