Most spools of fly tying thread come with a slightly angled groove cut into in outer upper rim of the plastic spool itself into which the thread, floss, silk, holographic tinsel or wire, as they case may be, can be locked between use.
But not all spools have this facility and fly tying threads can obviously then unravel easily from the spool. But this is rare with modern fly tying spools. Most, if not all, have some mechanism to trap the material they hold.
With spooled wires there is no less of a problem in that the inert tension in the metal wire does not hold it in place. In fact the reverse. Wires, especially heavier wire, and lead wire, if not locked unravel spontaneously from the spool in a big way .
I selected a series of spools from my fly tying desk at random. Here's the result:
The Holographic tinsels and Nymph Ribs all have a very useful grooves cut into the outer rim of the spool, and they are entirely effective.
Spools of Uni-Thread have smaller, easily over-looked grooves, as has my spool of Veevus 'Stomach' material (a cross between thread and floss).
The spools of Semperfli, DMC and UTC threads, tinsels and wires all have a double outer rim creating a narrow recess running the whole diameter of one side of the spool into which the thread can be wound and trapped. In fact, with a little force, the whole outer end sections of these spools are actually detachable.
The Danville spools I picked up all have excellent grooves.
On the other hand, I have old spools of Lurex that have no anchor for the tinsel at all. I'm sure the modern ones do.
So, technically there should be no problem, yet so often you see tying kits – mine included – that have strands of loose threads and tinsels peeling off various spools. Maybe it's because we're in too much of a hurry, or too lazy, to properly seat and trap the thread after use. Or maybe with some makes of thread the anchoring process is way too finicky due to too small a groove.
A solution is to widen and deepen the groove if required using a sharp blade, such as an X-acto knife. Then tying the other day with Robin Douglas he showed me a neat trick where he uses a segment of a plastic document ring binder cut off with scissors and wrapped around the spool as illustrated below.
Click to enlarge images
Just remember though, that spool diameters differ and the trick is to select a section of a ring binder that fits snugly and tightly, thus trapping the thread as illustrated. Fortunately, ring binders also come in a range of sizes so you have a choice.
Finally, depending how you arrange and sort your spools, you can mark them with a permanent marker for easier identification.