The brand-new Oathmark goblins (very Tolkien-esque orcs) have hair.
If you're prepared to look at older ranges, some of Citadel's C15 armoured orcs have hair and beards. I've bought many on eBay for about £3 a figure or less; there are a lot of them out there.
In the same vein, the Aly Morrison hobgoblins have plenty of hair and make very good orcs. Lots of them are kicking around on eBay. Ditto the Perry and Lund hobgoblins.
Nick Lund's Grenadier orcs - still available from Mirliton - typically have hair, albeit generally cropped close.