From;
https://en.wikipedia.org/wiki/Christian_headcovering
'In Continental Europe and North America at the start of the 20th century, women in most mainstream Christian denominations wore head coverings during church services. These included many Anglican, Baptist, Methodist, Presbyterian and Roman Catholic Churches. At worship, in parts of the Western World, many women started to wear bonnets in lieu of headcoverings, and later, hats became predominant. However, eventually, in North America, this practice started to decline, with some exceptions, such as among conservative Mennonites and Amish, and Traditionalist Catholics. In nations in regions such as the Indian subcontinent, nearly all women wear head coverings during church services. Female members of Jehovah's Witnesses may only lead prayer and teaching when no baptized male is available to, and must do so wearing a head covering male Witnesses are to remove any headcovering when representing even a small group in public prayer. Female members of the Church of Jesus Christ of Latter Day Saints (Mormons) are required to veil their faces during a part of the temple worship ceremonies.'
Both Roman Catholic and Anglican nuns wear a head cover.'