Wool-Aid is a charity that knits for children in very cold climates. In the past, we were able to send items to Tibet, Mongolia, Canada, Afghanistan, etc. Here are some hats I finished recently.
Wool-Aid uses only wool (at least 80%) for the extra warmth. All of the hats are made from various stash yarns double or triple stranded to create a dense, warm fabric. More info: wool-aid.org
The patterns used (Thorpe, Quynn, and Ear Cozy) can be found on Ravelry.
And some Ear Cozies.