The Schnütgen Museum in Köln (Cologne, Germany) has some fascinating 15th- and 16th-century wooden figures of saints. I took photos of some of these, especially their hats, because I have friends who are interested in the details of German clothing.
Whether these hats correspond to what ordinary women and men actually wore on their heads, I don't know. Saints and other legendary figures in medieval and Renaissance art are notorious for wearing clothing that bears no relationship to reality. That's especially likely for saints like Mary Magdalene and the Three Wise Men, who were "exotic" characters. Even today, you see Bible illustrations that show people in rather vague, robe-like clothing that says more about the fact that they are Biblical characters than it does about what real people wore in the first century AD.
Here are some details from a carved wood altar panel. These rather crowded altarpieces with many figures seem to have been popular in the late 15th and early 16th century. You really have to stand there and look at them for awhile to appreciate them, because they are so full of detail. Here is an old photo from Bildindex of the one that particularly caught my attention:
This is a Passion Altar by Heinrich Douvermann, carved around 1530. Douvermann worked mostly in Kalkar in the Lower Rhine area, where the Saint Nicholas Church still has one of his pieces.
As is fairly common, this shows three scenes from left to right. The scene on the left is the taking down of Christ's body from the cross. In the center we see the lowering of the body into the tomb, and on the right the closed tomb with the guards sitting around it during the night.
In the scene on the left are three men and four women. The woman collapsing in the front is undoubtedly the Virgin Mary: both here and in the next scene she is the only woman wearing a veil over her head. One of the other women must be Mary Magdalene, since she is specifically mentioned as being present. The same four women (as you can tell by their headgear) appear in the center scene as well.
Here is a closeup of the "holy hats" on the lower two women in the left-hand scene. One has what looks like a gable hood in front, with a back decorated with netting. The other has something that looks like a puffed coif of some kind with a flat square on top.
And a closer view:
I didn't get a good photo of the third, upper woman on the left myself, but Bildindex has a photo of her from a different angle and without the cluttered background.
Like some other altarpieces, this one is actually made up of several pieces carved separately, and it's easier to see details when each piece is taken out and photographed separately. This woman is distinguished by the large roses on either side of her hat:
In the second scene, this same woman (wearing the same hat) appears kneeling in front of the tomb as Christ's body is lowered into it:
And in another photo from Bildindex, the woman with the puffed coif in the second scene is identifiable as Mary Magdalene, since she is holding a large covered cup, clearly meant to reperesent her ointment jar. This isn't visible in the assembled scene because her hands are hidden by a figure in front of her.
Also in the Schnütgen Museum were a couple of saint statues of about the same date, two of which I photographed for their especially interesting headgear.
One is Saint Margaret, identified by the dragon at her feet (which you can't see here). This statue originated in Brussels. Here's the rather amazing confection she's wearing on her head:
The other is Saint Elizabeth. This statue is from the Netherlands, and I'm not completely sure which of the several Saints Elizabeth this is: she appears to be pregnant, which suggests she is the mother of John the Baptist, though in that case I can't figure out why she is holding a book -- that's not usually one of this saint's attributes.
Finally, I was amused by this 15th-century statue of Saint Jerome. Note the dangling tassels of his (very anachronistic) cardinal's hat. I have cats, so I was utterly charmed to see Jerome's lion, which in this case is about the size of a large domestic cat. It's reaching up in very catlike fashion to play with the tassels. Saint Jerome seems to be enjoying it too.