There are a few, very few fortunately, misguided countries in this world which no doubt think they are making cycling safer by forcing their citizens to wear plastic hats of no proven safety benefit when they ride their bikes. This helpful entry on wikipedia shows that I am planning to ride through five such countries: Australia, NZ, Canada, USA and Spain. I guess I will have to buy one as I arrive in Darwin, and bin it as I cross the Pyrenees back into France.
I found the wikipedia link in this useful Sydney Herald article which does a good job to explain the futility of compulsory helmet laws.
Evidence for views expressed here