Holy Grail of the Wig Wearing World! When you put a wig on, it's really useful to have a way to manage your hair under it. Use a wig cap! It's like a stocking for your head, and provides a sturdy way to keep your wig pinned on. Our wig caps come in two styles--double open mesh, and single open nylon. We recommend the mesh caps for larger heads or lots of long hair.