HA-HA! This was my exact thought during my first playthrough of Fallout: NV.
I went the entire first twenty hours wishing there was "Some sort of bandana in the game I could wear on my head." About the twenty-two hour mark, I'm leaving the Crimson Caravan site, and along the street outside comes walking, waht do you know, a lone merc wearing the first Head Wrap I'd seen in the game. "I want your hat."
I discovered earlier that if you were far enough away that you could only see an NPC through a sniper scope, fired, and waited for the detected level to go back to hidden, that nobody sees you kill the person (Which I abused to kill all the NCR in front of Helios I for their armor to sell for money...good God).
I walked way the hell down the road, crouched, whipped out my sniper, took careful aim...BOOM! Ran back to the chick's corpse, picked up her head that had popped off and rolled down the street, took the Head Wrap and immediately put it on and then went on my merry way into Free Side.
"...I really just decapitated an innocent woman for a dirty rag...the hell is wrong with me?"
Oh, and of course when you have to kill all of the members in the Dark Brotherhood Sanctuary in Oblivion. "Well, I gotta honor the Night Mother, right?"
Vincent: *Dying* Brother, Why?
...D: