Sahih Bukhari Volume 007, Book 072, Hadith Number 691.
Narrated By Al-Mughira : One night I was with the Prophet on a journey. He asked (me), "Have you got water with you?" I replied, "Yes" So he got down from his she-camel and went away till he disappeared in the darkness of the night. Then he came back and I poured water for him from the pot (for the ablution). He washed his face and hands while he was wearing a woollen cloak (the sleeves of which were narrow), so he could not take his arms out of it. So he took them out from underneath the cloak. Then he washed his forearms and passed his wet hands over his head. Then I tried to take off his Khuffs, but he said, "Leave them, for I have performed ablution before putting them on." And so he passed his wet hands over them.