I've been looking for a natural hairspray for awhile now
and I haven't been using hairspray at all because it makes my hair feel gross and I've never been able to find one without alcohol. While visiting a health food store in a larger city, I looked at their Hair care products.
They carried the Jason line.  I just bought the hairspray and I must say, I like it.  I don't use it on a daily basis because I don't like a lot of product in my hair these days with less frequent washing, but like this for times I want hold, when I set my hair on rag rollers.
JASON Thin to thick Hair and Scalp Therapy Body Building Hairspray:No PVP/PVM or Alcohol- non aerosol.
It has a long ingredient list, mostly natural, but it doesn't make my hair stiff or sticky, and you can brush or comb through it  without damaging hair fiber according to the bottle.

That's good to know.  I recently purchased a Jason shampoo and conditioner to try out.  Haven't started with it yet, but I've heard lots of people like the Jason brand, so thought I'd give it try myself.