I know that in the 19th century, men in the western U.S. used bear fat in their hair, for a coiffed look. Not sure what Madame de Pompadour used, but I'm sure it was probably duck-fat based (she WAS French you know!).
Apparently, punks with mohawks use eggs for that all day hold, but that does get pretty brittle, and gummy I would assume.
I've also been looking for a good alternative to pomade. I'd ideally like to be able to make something at home, or at least know that the ingredients are food grade. I don't eat industrial products, so why slather my head with them? I'd like to keep my hair!
I used to use Layrite, which smells like vanilla bean and clove, which I (and my GF) LOVED...but it's packed with all kinds of alcohols and chemicals to make it water soluble.