Many creatures have gnarled, tough or scaly skin that offers the same protection as wrought armour.
Source: Warhammer Fantasy: 8th Edition
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The hide of some creatures, the reptilian Lizardmen in particular, forms a kind of natural armour that grants the model an armour save. The degree of the scaly skin save varies from model to model, and will be stated in the relevant Warhammer army book.
Scaly Skin can be combined with normal armour for even greater protection. To determine a model's combined armour save, take the value of its scaly skin save and modify it one point better for light armour, one point better for a shield, two points better for heavy armour, and so on.
For example, a model with a scaly skin save of 5+ would have a total armour save of 4+ if he also carried a shield, and 3+ if he both carried a shield and wore light armour.