Loose whip stitches tack the lining in place.
I was finishing up the belt for the Sage Applique costume and snapped a few pics of sewing the lining in. I normally use a loose whip stitch to hold a belt lining in place. For areas where the lining covers an edge with fringe I use a wide Blanket Stitch.
Begin by laying the belt face down on the table with the fringe facing away from you. Smooth the fringe out making sure none of it is caught under the lining. This keeps the fringe out of the way while sewing. I fold the edge of the lining fabric under as I go. You may prefer to pin it under before stitching.
Holding the belt with the lining facing you insert the needle through the belt fabric and into the lining fabric keeping the needle over the tail of the thread. (I make a tiny stitch under the lining where the knot will be hidden before making the first blanket stitch, not shown.)
Pull the needle through and the thread will loop around itself creating a Blanket Stitch.
Pull the thread tight and the new Blanket Stitch holds the thread smoothly away from the fringe.
Continue stitching as above along the line of fringe making a new Blanket Stitch after every 3-5 strands of fringe.
Nice neat stitches hold the lining in place and allow the fringe free movement.
Boober helped focus the camera for this tutorial.
Have fun and Good luck!