Our Cavalier used to pick them up daily in his legs, undercarriage and tail, despite keeping his feet and lower legs trimmed quite close. He got very good at standing/lying patiently for them to be teased out.
We have a Springer now, and it's a bit less of an issue as he's higher off the ground and slightly less hairy. He did get one in his ear yesterday though, then shook his head which promptly attached it to his shoulder as well
They are called burrs - if you google 'remove burrs from a dog's coat' you will find advice - though I've already found one that says bathe the dog with conditioner and another that says don't get the dog wet before removing them, so you might want to read a few to find a reputable source.
Just got back with dog from walk and thought he seemed a bit more manic than usual. Went to wipe him and he has lots of sticky spikey things stuck in his coat, mostly around his bum/tail. They're about the size of a chestnut and have spikes 'leaves' they then to fall apart when I brush them. Have resorted to cutting a few of them out but he still has some and is obv uncomfortable. I can't bath him till OH gets home at 4.30.