Bad Rugs!

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Actors often change their appearance when creating a character for theatre, film, or TV. They take the process quite seriously, do lots of research, and liase with the costume and make-up departments to create the right 'look' for their character. Wigs are often an important part of this process.

Sean Connery has used many different wigs throughout his career. He is openly bald in the real world, and on film has appeared bald-headed many times. The wigs he wears are a part of the character rather than personal vanity. Much in the same way as, say, growing a beard for a particular role.

I can't speak for Will Patton's motives since I'm less familiar with his work (or follicles) but I suspect that like most actors, he has a similar process of character development that includes the 'look'.

But Sean Connery is an actor who I know very well, and I have followed his wigs with great interest and enthusiasm over the decades. They are some of the best in the business! Nothing about his Entrapment wig bothered me, but I'll agree it's not the best he's used.

A company called Wig Creations in London used to handle all of his hairpieces (I don't know if they still do) and they sometimes let other actors use Connery's personal wigs - with his permission, of course.

I don't know this for sure, but I think Anthony Hopkins may have used Connery's wigs on a few projects.