Rhino horns are made of keratin, the same protein found in our fingernails.
keratin ker·a·tin (kěr'ə-tĭn)
Any of a group of scleroproteins or albuminoids that contain large amounts of sulfur and are the chief structural constituents of hair, nails, and other horny tissues.
Any of a class of tough, fibrous proteins that are the main structural component of hair, nails, horns, feathers, and hooves. Keratins are rich in sulfur-containing amino acids, especially cysteine. Individual keratin molecules are entwined helically around each other in long filaments, which are cross-linked by bonds between sulfur atoms on different chains. The twining and cross-linking produce strength and toughness.