Based on the comments, it seems that you are looking for some sort of fabric that has moisture wicking capabilities. There are several fabrics that have this desirable trait. Many of them are synthetic blends, and modern chemical engineering is constantly improving the state-of-the-art in moisture wicking fabric.
As to the other part of your question, the answer is definitely yes. You can get practically any garment- underwear, socks, hats, shirts, pants, shirts, jackets, ... - made using one of these fabrics. The price points are typically higher than standard fabrics, but some are reasonable as well. From here, I'll leave it to you to shop for exactly what you want.
EDIT: As an after-thought, note that there is a difference between absorbing and wicking. A fabric that absorbs pulls sweat into itself, and holds it. A fabric that wicks pulls sweat through itself, from wetter areas to drier areas. Absorbing is usually bad- it leaves you feeling wet and sticky. In cold times, that wetness degrades any insulating properties of the fabric, and it hot times it slows evaporation, negating your body's natural attempt to cool itself through sweating. Wicking is preferred, as it moves the sweat away from the body and allows it to evaporate on the outer surface.