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Modern guitars have strings made from steel or nylon wire. I've never personally seen an animal-gut stringed guitar.
Pianos also have strings made from steel ("piano wire"). Animal horn piano keys might be found on expensive pianos, but there are plenty of pianos with plastic keys.
Wool felt strip is used to tune pianos:
Piano Tuning Wool Felt Temperament Strip . However, I can't find any evidence that wool is used inside a piano.
Hide glue is used for some expensive, "historically-authentic" instruments, but it isn't used on modern instruments. Hide glue is inferior to modern glues made from polyurethane ("Gorilla Glue"), epoxy, acrylic, polyvinyl acetate ("wood glue"), and cyanoacrylate ("super glue").
Remember that this is the 21st century! Piano keys are no longer (legally) made from "ebony and ivory" - ebony trees and elephants are now both endangered and legally protected. We have inexpensive, high-quality, synthetic substitutes for wool and leather!
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