I've heard that american flag fish eat hair algae, but they're the only ones I know off hand.
I had a problem with hair algae before I upgraded to my 20gH. I rid myself of it the catostrophic, unknowledgeable, "nuke 'em!" kind of way. I could never rid myself of the algae in my 10g, so when I went to go upgrade to my 20g, I bleach dipped everything, every plant and infected part, with the 1/20 bleach:water solution. It paled immediately, but clung to my plants. Over the course of a month or so, it fell off the plants and sort of polluted my new tank. I have no hair algae now, but it was quite a bit of work.