The terms "hair" and "fur" are often used interchangeably, and they both refer to the same thing: the outer covering of a mammal's body. While there are differences in the types of hair (e.g., coarse vs. fine, long vs. short), all mammals have fur.
It's possible you might be thinking about something else. For example:
* Humans: We have hair, but it's usually called "hair" instead of "fur."
* Specific types of hair: Some animals might have specific types of hair, like the "whiskers" of a cat or the "guard hairs" of a dog.
Could you please clarify your question?