Sony has recently patented a SmartWig which reads brainwaves using sensors (electrodes), actuators (to vibrate locally and give feedback), a GPS and a processor, all set under a wig.
This Wired article greatly describes this device. Indeed, could be added: a gyroscope, some button/toggle/touchsurface, maybe a camera or ultrasound sensor. I would also imagine a sound transmitter through the skull, as we’ve seen in Google Glass.
What’s the idea behind? Just push further the “wearables” wave, by hiding input/output interacting materials in daily wearables. Clothes like gloves, and now, wigs. The converging path of all these ideas and projects is to connect to the body directly, and read/write through nerves and bones, because non-intrusive BCI may never be an efficient way to interact.