I made a 20 pass two directional light + ambient fur shader for a game I'm working on. I'm sharing it in hopes that someone will help optimize it, since this is my first Cg program.
It should run on anything that supports vertex programs. It runs really slowly on a GMA 950 as it is vertex bound, but taking out a light and making it 10 passes can make it acceptable for that card. Not much else to do about it.
The crummy thing is that it doesn't use Unity's lighting system, so I have a script that passes two directional lights of your choice to the shader that you stick on the furry object. I don't know how to make it use Unity's lighting system.
It uses shells and not fins, but you can fade out the shells along the edges with one of the parameters if you want to add some fins with another material / triangle list.