Google headband holder and you will get a million posts on different ones. I decided to go the easy route for my girl's headbands.
Supplies:
fabric
batting
ribbon
oatmeal can
hot glue
felt
I cleaned out an empty oatmeal can and glued some batting around it. I then wrapped it in fabric and glued it down. For the inside, I just glued some ribbon to make it look smooth.
At the bottom I glued a felt circle on it to finish it off.
And I glued a ribbon down the side where the fabric connected. Took about 10 minutes and I think it turned out really well. A great size for headbands and we can put bows or beenie hats inside of it.