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.