I was a bit concerned about this, for the same reason as Greenery, because I travel quite a bit with work colleagues, and I was worried about having my piece exposed by one of these machines. The subject got a good airing on this and other forums when the first machines started to appear about a year ago (you may remember the controversy about them being able to see through people's clothes). Some of those who posted professed to have expert knowledge about scanners and x-rays.

Basically the consensus was that a hairpiece is very unlikely to be picked up on one of these machines unless you are using metal clips under it. The fine lightweight hairpieces which we wear with tape and glue are no more likely to register than your tie or your underwear.

Even in the unlikely event of it picking up something more solid like a poly strip, it was generally agreed that security would be neither surprised nor interested. They are looking for guys secreting explosives, not ones concealing their baldness. They also have standing instructions not to embarrass you by mentioning that you wear a wig. If they had to do that they would take you to one side out of earshot, or into a separate room.

I hope this gives you some comfort Greenery. Anecdotally, I have been through these machines perhaps a dozen times now, and never had a problem.