Mouser/DigiKey part number for female "stacking" headers?
They're actually called "Wire-Wrap Headers" and they pre-date the Arduino probably by at least 50 years or so.

They used to be used to create circuits between chips and components by wrapping wire around the pins and routing it to other connectors:



They have since been adopted as stackable headers on boards like the Arduino shields.

Being such old technology not many people make them any more, though thanks to their popularity on things like the Arduino they are starting to appear more and more from normal electronics supply companies.