All feathers are mainly composed of a specific protein called keratin. Keratin contains sulfur & is very fibrous.
There are 2 types of feathers; contour, and down.
Contour feathers are those found on wings, tails and backs. Their stiffness comes from interlocking hooklets that project from the quill. Down feathers don't have these interconnecting hooklets, so they are softer & fluffier.
While feathers may seem to be waterproof, it is only the secretions from certain glands on live birds that keep the feathers coated with oils. If this oil is removed by washing, dust collection, etc, the feathers begin to lose their suppleness & deteriorate.

Many things can damage feathers; insects  (which love the sulfur contained in the keratin) such as moths, lice and some beetles, or a buildup of dust (especially when this is followed by or accompanied by high humidity so that moisture begins to cling to the dust), or too much exposure to light (which saps the color right out of feathers), or over-handling. Feathers survive the longest in temperatures of 60 to 75 degrees Fahrenheit, with a humidity level below 50 to 55%, and out of glaring light.

So, how do you clean feathers so that they aren't harmed by the process? Feathers are so delicate and fragile, especially once they are taken from the live birds, that ANY cleaning may damage them. While down feathers do tolerate washing/cleaning quite well, ornamental/contour feathers do NOT! The best thing is to check your feathers frequently for dust & insects and if you find either, use a soft, soft baby brush, (the natural-bristled kind is best) or a large natural-bristled artist's brush, and, supporting the feather gently from behind, follow the natural direction of the plumage to softly brush away dust, or to dislodge insects. NEVER brush against the natural grain or growth of a feather. Support the feather at all times directly behind the area you are cleaning (wear soft cotton gloves when handling feathers), taking care not to break the quill with too much pressure.
I have also found that gentle puffs from a baby nasal/ear syringe will dislodge dust that has not yet embedded in the oils of a feather, but remember - GENTLY. Too much huffing and puffing will begin to dry out the remains of the oils.
While some feathers may tolerate a soapy cleaning, the rule of thumb is DON'T DO IT! I know a few who have had success using a baby shampoo product on severely soiled feathers, but even they will tell you, it was blind luck and they are very grateful the feathers weren't ruined. And, yes, there are conservators skilled in the art of feather cleaning, but you WILL sign a waiver before they will touch a single fragile one!

Although we all like to look at our feather collection, or feathered items, it is always best to keep them in a neutrally pH (pH of 7) box. Most wooden and cardboard boxes are too acidic (pH of 6 or less). You can Google a search for neutrally pH box suppliers and there are quite a few. However, if you wish to display your collection, Plexiglas (TM) makes an ultraviolet filtering sheet that can be cut to any size and placed over a neutral pH box.

Keep your feathers safe from dust, moisture, bright light, and insects and you will have a beautiful collection that can be enjoyed for many decades.

Addendum, 12-28-2007: If your feathers get infested with critters, place in a paper bag with a small amount of Sevin Dust, shake gently, leave for 2 or 3 hours,then gently, gently,brush off the dust as described above. If you have MANY critters on your feathers,it's best to just toss them rather than have the infestation spread.