The military used to issue 100% wool. Now they use polyester fleece. So, army surplus stores might have some. I have been able to find wool hats at my local outfitters though.
online option

Of course, my sister in law started knitting hats on her etsy shop. I commissioned a 100% wool one. I will test it this winter and if it works out, then I will see if she will knit me a sweater.