Accessories How to make thick headbands?

You could make the core out of you clay of choice (polymer if you want waterproof maybe?), bend it into shape, let it harden, cover with fabric.

 

I'd use a thicker jewelry wire, and ribbons, but not sure about making a waterproof version.

 

Isn't that a lolita head dress/head piece? Pretty sure they're usually made of fabric and use a ribbon to tie them to your head. I used to collect free lolita sewing patterns as a teenager, so it shouldn't be difficult to find free patterns on the Internet.

Something like this? Fantasy Flower Princess Headdress by Baby, the Stars Shine Bright

 

Perhaps look into millinery materials, like buckram?

 

@Nighton_woN is right that those headpieces are generally made of fabric that's been interfaced to hold its shape. The pink one specifically looks like it's petersham ribbon with some lace ruffles, and is probably held in place by an alligator clip on the inside below the bow (at least this is how the similar one I have is kept in place). They're generally quite soft.
If you really don't want to use fabric, you might be able to make a base from cosclay, which is supposed to still be flexible once it's dried, and then decorate that with ribbon, fabric, lace, etc.

 

I've done this.

Pick a ribbon base, then pick lace for the sides, then, if that is the look you want, a second, much thinner ribbon to lace across the original base. Pick decorative ribbon or lace roses or bows, or other things to embellish, (or make them yourself) or cut pieces from a larger piece of lace to use as appliques. Then pick a ribbon half as wide as the original, which will be the ribbon you use to tie the headpiece on to your doll's head.

Cut one piece of the half-width ribbon long enough to tie onto the head. Cut two pieces of the base ribbon about half an inch longer than you want the headband to be. Cut two pieces of lace the same length as the headband. If you want more lace on the sides, cut more pieces, but remember, one for each side of the finished headband, so that means two pieces.

Start with your headband bottom. Take one piece of your wide ribbon. Working on the wrong side, first sew the tie into the wrong side of the base using running stitch. Then sew the lace into the edges of the of the headband bottom using slip stitch. Take your second piece of ribbon. With wrong sides together, and the half size ribbon between them like meat in a sandwich, sew both halves together using slip stitch. Leave enough unsewn so you can tuck the raw ribbon ends inside and sew them with slip stitch. Then weave your narrow ribbons into the top, add your beads or buttons or ribbon roses along the band, and sew on your pretty end pieces, and you're done!

Images are not inserting so use links.

http://www.junkyspot.com/IMAGES/WHISPERS/sighwinter.jpg

http://www.junkyspot.com/IMAGES/WHISPERS/sighlilac.jpg

http://www.junkyspot.com/IMAGES/WHISPERS/sighpearl.jpg

http://www.junkyspot.com/IMAGES/WHISPERS/sighazure.jpg

Those are all my work.

The several layers of ribbon, plus all the stitching on the sides, will make the headband substantial while still being easy to bend around the head.

 

If you want your headbands to stay on without being tied, the clips you are looking for are called "snap hair clips" and they look like this:



They lie very flat to the head. They're the ones all the gymnastic girls use to keep all the ends that won't reach their buns flat.




There are very small ones. Just search for "doll snap hair clips."



You just sew them into the headband behind the end bows or roses. These are your best bet for keeping the headband on the head, since they'll clip into the hair securely. If they stay in for a gymnast, they'll stay in for a doll!

 

I agree it looks like a rectangular head piece, like the classic ones worn in lolita fashion.

I recently made this one for one of my dolls.

She is a bit smaller than you want, it's a Lati blue Cara head, so roughly MSD-sized, but the same idea should work in other scales as well.
The head dress itself is made from two layers of thin cotton ribbon with the edge lace sandwiched between. It is held on by a metal head band, made to fit over the doll's head and simply slipped between the layers of the head dress. I like this solution for dolls, because it doesn't ruin the wig.
You could substitute the ribbon with fabric, but the seam allowances and the many layers will quickly build bulk, so you need to watch that, if you want to keep things somewhat in scale.

You do sometimes see this solution for humans as well, but a ribbon tied at the neck is probably more common.
Normally the head dress itself is soft and quite floppy and so it conforms to the shape of the wearers head and works with different hair styles, but for the more heavily decorated ones, a bit on interfacing wouldn't hurt. I doubt you'll need it in doll scale, though, except maybe to prevent seam allowances to show through and betray the scale if you go for fabric reather than ribbon.
You may have to experiment a bit to make it work with your materials.