For Christmas I received a very nice cowboy-type hat. (I’m one of those cowboys who’s all hat and no cattle). It is good for keeping the rain and snow off my head, but when it is windy the hat blows off my head very easily, except when I use the hat’s built-in (sewn-in?) earflaps. So my question is, how do real cowboys keep their hats on their heads on windy days?
John Wayne and Clint Eastwood never seemed to have this problem. 
Chin strap I would imagine.
I recently started riding horses and wearing a cowboy hat just seemed to make sense. I bought one without a strap that goes under your chin (chin strap?) and it kept blowing off or being knocked off by low hanging branches. I then bought one with a leather string/strap that can be adjusted and fits under your chin. That seems to have done the trick, although I feel like a 6-year old when I am wearing it.
DCnDC beat me to it!
Cowboy hats are suppsed to fit quite tightly. I never had a chin strap and I rode fairly aggressively in barrel and pickup races. The only time we lost hats was when doing pickup when the picker would hit the hat of the pickee instead of their arm.
They staple it to their heads just like Indiana Jones
A well-made cowboy hat whether it’s felt or leather needs a good break-in period. After a certain amount of use and repeated contact with rain, snow, sun, sweat, horseshit, etc. it will stretch and conform and mould itself into an exact fit for your head and will become very secure. That’s why cowboys get so ticked off if someone messes with their hat…it’s an extremely personal and highly personalized item.
SS
During high winds it still blows off even if it is a good fit. Chin straps for the high wind days.
[Lyle Lovett] You can have my girl, but don’t touch my hat. [/Lyle Lovett]
Exactly. While it may be possible to stretch, conform and mould a girl into a perfect fit, they tend to get bent out of shape much more easily than a good hat. A girl is just a girl but a Stetson is a cowboy’s best friend 
Suction.
The same principle keeps the cowboy in the saddle.
A new hat may not stay on very well, but once you’ve had it for a while, it will do just fine. A custom-made hat should fit perfectly right out of the box (if, indeed, it had a box). My hats will stay on in still air even at a full gallop, but in winds of 40 mph and higher, I’ll either use the stampede string or take it off.
I have noticed, however, that falling off the horse will often cause one to lose one’s hat, as will getting knocked over by cattle and/or horses.
Not since Stetson sold out to Resistol and stopped making my size 
Kinda what I figured. Same way a baseball cap doesn’t fly off.
Force of will.