There are several ways to create hair-like systems or particles in Rhino through Plugins, RhinoScript or Grasshopper.
There used to be a fur generator plugin called "FurGen", which is currently not available for download.
The Kangaroo physics component for Grasshopper has examples simulating particle behaviour (http://www.grasshopper3d.com/video/kangaroo-particles
I would be really nice to be able to render the results efficiently with Maxwell.
If there is some exposable interface to the Maxwell Render-Plugin, I might be able to help with a Grasshopper Component.