Pillows made with latex are going to be some of the most breathable and coolest sleeping available. Feather and buckwheat fills retain less heat as well. Water pillows are uncommon options that also stay relatively cool.
Solid memory foam pillows and other dense foam fills should be avoided for hot sleepers, as they tend to trap heat. Shredded foam can be a middle ground, providing the feel of foam with more breathability, particularly if it’s infused with cooling gel.