I'm not sure whether you meant cinnamon rolls. If so: These are made of yeast-leavened dough which is quite soft. (Yeast-leavened dough is also part of toast, pizza, bagels, some kinds of donuts etc.)
In addition, it's a kind of not-so-fine puff pastry (Danish pastry): Between two layers of dough there is a layer of solid fat (like butter). I think that the fat will make the yeast-leavened dough "extra" moist.
To make a simple yeast-leavened dough you need water, (plain wheat) flour, salt and yeast. Some other pastries require sugar, fat (e.g. butter), replace water with milk, et cetera ...
The flour needs to have gluten otherwise the dough cannot hold the tiny air bubbles that the yeast produces and the dough won't be able to rise. Plain wheat flour suits perfectly for this purpose. But it has a disadvantage: If you store the pastry wrongly, the pastry will be frumpy. (1)
Just pick a nice receipe of cinnamon rolls and you'll see :D
If you want to know more about cooking and stuff: "Cooking for Geeks: Real Science, Great Hacks, and Good Food" by Jeff Potter (O'Reilly & Associates). Seems to be a nice book for geeks :D
(1) Source: "Kochen für Geeks" - somehow I could not find the chapter about yeast in the English pendant.