She owns golden hair that grows like natural ones, made by the dwarves called "sons of Ivaldi" (Dvalin). Loki cut Sif's hair as a joke, but when Thor found this out he was forced to promise that he would have had golden hair made by the dark elves. This episode is used by Loki to taunt Sif, and, indirectly Thor, in Lokasenna.
He succeded in having such hair made, as well as Freyr's ship Skidbladnir and Odin's spear Gungni, all made by the same dwarf Dvalin.