HISTORY of Cowboys & Bandanas

During long cattle drives or roundups, the cowboys needed a way to keep all the dust and dried grass from getting into their nose, mouth and throat. Hence, the bandana came about. The bad guys took opprtunity of the bandana and also used it to cover their face when doing their dirty tactics.

wiki.answers.com

A bandanna or bandana (from the Hindi: बन्धन bandhana, "to tie") is a type of large, usually colorful, kerchief, usually worn on the head.[3] Bandannas are frequently printed in a paisley pattern.
Bandanas are also traditionally used as handkerchiefs by manual laborers and outdoorsmen, since they more practically hide stains than a white handkerchief. Thus they come to symbolize social revolutions. Anarchists participating in a black bloc, as well as other protestors, may wear a bandana over their face to conceal their identity and provide some protection against tear gas and pepper spray.
en.wikipedia.org/wiki/Bandana

Here is a fun Mister Freedom bandana by JCrew