I'm going to post a bit more than usual, because finding these older videos was an act of paleovideology! Searches for "Headdress" yield a load of non-relevant returns.
"Skydye" from Turquoise (2007)
Headdress flies the freak-folk flag! Via extended-yet-mellow guitar jams.
"Arizona" from Turquoise (2007)
Desert tambourine of mystical Spaghetti, western-style.
"Blanket of Golden Fields" from Turquoise (2007)
These are all 5 years old, but Headdress has a more recent album Lunes (2009). Not sure of anything since then, though...
Live in a church in Marfa, TX (2007)
And 2007 in an Austin club...
Live at SXSW (2010)
Per their Tumblr, Austin Psych Fest will be their "First Live Session in 2 Years!!!" So, maybe since SXSW 2010?
Last album's out from No Quarter Records (both are on Amazon MP3).
Headdress - The Lost White Brother - LIVE - WFMU/Aquarius Records Showcase SXSW 2010 by Headdress
Can't find the album version of this tune, but there's also a live patio performance on YouTube.