Down consists of bird feathers. In principle it could be sourced from feathers that birds have lost naturally, so it should not require to kill or hurt any animal. Are down feathers typically harvested in an animal-friendly way, or are they more typically from major farms involving animal mistreatment?
Wikipedia contains some text on live plucked down being outlawed, but it doesn't mention the alternative "regular" way. If they kill the bird before plucking the down that means down is no better or worse than leather or fur.