Cephalocereus species? The most common species in cultivation is C. senilis, but I'm not sure that's right.
The weird furry part of the cactus is called a cephalium. It develops only once the plant has reached maturity (flowering size) and only along part of the stem (often the side facing the sun). It is where the flowers appear. The hair in the fur is a modified spine.
If you are wanting something like this in your own garden, C. senilis is relatively easy but it does take a while to reach maturity and start making a cephalium. There are other species and genera that also make cephalia, usually with a sort of furry/hairy look, mostly less common and sometimes more difficult than C. senilis.
