Hazrat Anas bin Malik radiyallahu anhu says, "Rasoollullah sallallahu alaihe wasallam often wore a cloth on his auspicious head. This cloth, because of its greasiness, looked as if had been oiled. (RU)
English reference (RU): Book 19, Hadith 119 (RU)
Arabic reference (RU): Book 20, Hadith 126 (RU)