Absolutely there have been stories on the internet of women having to remove their sheitel. I linked here
http://www.flyertalk.com/forum/trave...t-point-4.html
One more such story here from an alopecia support site
that a woman in front of me (that was also on the same flight) that was wearing a wig. unfortunately, it was quite noticeable that it was a wig, as it did not sit very well on her head. :S so they asked her to remove it. my family was awestruck at this situation. we do understand that safety is a priority in airports and flights, but some believe that hair loss is a delicate subject. i wish they would have done this in private rather than in front of the whole line of security.
http://www.alopeciaworld.com/forum/t...age=2#comments