Required: Illustrator 9+

1. Create the Feather Paths

First create the paths of the feather with the Pen Tool.

2. Apply Gradient Color

Select the top 2 paths, fill it with Radial Gradient, pick similar colors as shown. Then repeat this step for the rest of the paths.

3. Apply Multiply

Select all the feather paths, go to Transparency pallate, select Multiply.

Final

Now you can duplicate the feather and lower the Opacity (Transparency).