Helmet laws are in effect in a distinct minority of states, and in most places where they do apply, they apply only to youth under the age of 18, or sometimes younger. While it's a good idea to wear a helmet everytime you ride, it's by no means illegal in most places to ride with your hair and ears flapping in the breeze.
Consider motorcyclists, who run up and down the roads and freeways all the time at 70+ mph with their locks flowing freely...