[hinkley]

And then you have polar bears, whose main problem is staying warm rather than staying cool or avoiding sunburn. They have black skin and translucent fur so that all of the sunlight is absorbed below the outer insulation layer instead of on top of it.

[MonkeyMalarky]

Also the parts of hair cells that would normally hold pigment are hollow rather than filled with pigment because an air void conducts heat less and thus is more insulating.