Vernon Jones (1912)
193. THE BALD HUNTSMAN
A Man who had lost all his hair took to wearing a wig, and one day he went out hunting. It was blowing rather hard at the time, and he hadn't gone far before a gust of wind caught his hat and carried it off, and his wig too, much to the amusement of the hunt. But he quite entered into the joke, and said, "Ah, well! the hair that wig is made of didn't stick to the head on which it grew; so it's no wonder it won't stick to mine."
Aesop's Fables: A New Translation by V.S. Vernon Jones with illustrations by Arthur Rackham (1912). This book is available online at Project Gutenberg.