This is so funny. Look what I read on Page Six today:
The actress arrived at the Raleigh Hotel at 2:30 a.m. As she was getting out of her car, a witness saw a "fuzzy thing" fall to the ground. He then caught sight of Fox, who "looked strange - she had really, really short, weird hair." Fox cried out to a friend for help. She snatched up the fuzzy thing that turned out to be her wig, slapped it back on her head and, holding it in place, marched into the hotel, saying, "I forgot - I took my pins out already!"
(Page Six)