Peanut butter is a great non toxic way to get oil paint off fur or hair while it's wet, or semi dry.
When I was a kid, my dad set a cup of oil-based paint on top of my monkeys cage when he was painting trim around the door of the room. Charlie reached up through and tipped it all over himself! Peanut butter worked great. The hard part was keeping a grip on the little guy! (squirrel monkey, very small and agile)
Bathing with soap will remove the natural oils from any animals coat. The oils act as a natural waterproofing as well as helping insulate. In waterfowl, this is especially important, as they can actually drown if the feathers become waterlogged. (this is why if you hatch/raise gees or ducks, you should wait until they get their "real" feathers before letting them swim for more than minute or so. The down doesn't have oil, they get it from being under mom until they grow their own)
Along the same lines, horses kept out in pasture most of the time should not be bathed with soap or shampoo unless absolutely necessary. The oils help prevent things like rain rot (a fungal skin condition) and help keep them warm when it rains/snows. We spray our horses with plain water to remove dirt and sweat, but only use soap on white legs and such if we are going to use them for a wedding, or medicated shampoos if they do have rain rot or other skin conditions.
