Please feel free to click the images to read them better.
For the basic lowdown on tailplugs, caring for them, and safety please see this post.
How to do running stitches.
Similar way to make a bunny tail if you're not going to attach it to plug
Guides on using wefts
Where to buy plugs like the ones pictured*:
Eden Fantasy:   
Love Honey:   
*Anal beads work well too.