The best cold weather dress hat, bar none, is The Diplomat. Made of tough, plush sheepskin shearling, The Shearling Diplomat Winter Hat is an instantly recognizable dress cold-weather hat silhouette, and this design allows you to pull the fur trim down around your ears and neck for extra protection and warmth. Snuggle in your Diplomat today. Hat Colors: Black, Brown or Natural. Hat Sizes: S, M, L, XL, and XXL.