In theory, feathers are more likely to fossilize than other soft tissue (Davis & Briggs 1995) but in practice they are mostly found in finely grained sediments such as limestones, thus limiting the amount of outcrops in which they can be found.
Sources:
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Davis, P. G., Briggs, D. E. G., 1995. Fossilization of feathers. Geology, 23(9): 783-786.
Sereno, P., 1999. The evolution of Dinosaurs. Science, 284: 2137-2147.
Sullivan, C. et al. 2014. The vertebrates of the Jurassic Daohugou Biota of northeastern China. Journal of Vertebrate Paleontology, 34: 243-280.
Zhang, F. et al. 2008. A bizarre Jurassic maniraptoran from China with elongate ribbon-like feathers. Nature, 455: 1105-1108.