Well, one example would be a hare. In winter, they change by growing a big, fur coat to keep them warm.
Another great example would be ducks and/or chickens. When winter is approaching, they shed their old feathers (also known as "molting") and grow a new, thicker layer of feathers to keep warm. I know this from experience, because I have 2 ducks and some chickens of my own. =)
Hope this helps! ^_^
