Most fragrance oils are vegan, but there are some that aren't.
Fragrance oils are essentially synthetic compounds which are created to mimic the scent of natural fragrances. Some synthetic compounds are a concentration of specific chemical constituents found in their natural counterparts that have been CO2 extracted to mimic that scent and create more intensity. Because they are made in a lab, fragrance oils aren't technically vegan—but you don't have to give up on your favorite scents and perfumes if you're living a vegan lifestyle.
Here's why: there are many ways to achieve the same thing with synthetic materials as you can with animal products. Fragrance oils feature many aromatic ingredients. This includes the carrier base, alcohols, aldehydes, esters, and other synthetic compounds. All of these can be derived from nature or created by scientific methods.