I'm in the process of making a warm hat for my husband to use for SCA (historical recreation group) use. There is a style of hat that is popular here, especially on cold winter nights. I've heard it described variously as Viking, Mongolian, and Russian, and I'd guess that variations on it turned up in multiple cultures. It has 4 or 6 panels, which are sewn together and trimmed with fur. See here: http://pushingfurniture.blogspot.com/2011/07/off-my-game-and-onto-another-one.html for one reconstruction, here for another (minus the fur): http://www.cs.vassar.edu/~capriest/manshat.html , and here for some period artwork showing the hat in use: http://www.strangelove.net/~kieser/Russia/PeriodImages/SemyaYaroslava2.jpg .
I made him one several years ago, from a sheet of hand felted wool, and he absolutely loved it. He wore it, and wore it...and one time when he was washing it, the hat shrunk. You should have seen him pout. So, I get the old one and I promised him a new one. The first step in the process was to make the sheet of wool felt.
Here's how I did it:
wool roving (not superwash)