These are also known as "hair muscles". These are tiny muslces that are attached to the hair shaft. These muscles cause the hair to stand up or be erect. When the Arrector Pili muscles contract due to stress, fear or other nervous conditions, the hair becomes stiff and will actually "stand on end".
Daily Hair Tip
Embeth Davidtz was discovered by Steven Spielberg while decked out in a huge bouffant hairdo for a TV film. Davidtz comments "I'm grateful he got past that hair"