Rhinos may look tough, but their skin is actually quite sensitive. They can sunburn, and biting insects "bug" them. That's why they like to wallow in mud—it puts a layer between their skin and the sun, and insects. Greater one-horned rhinos look as if they are wearing armor, but they are actually covered with a layer of skin that has many folds. Formerly called Indian rhinos, they are native to humid, swampy areas of Northeast India and Nepal.