Headbands are worn by many characters. Some symbolize a clan, while others just seem to compliment the characters outfit.
Solid Snake is famous for wearing a headband, which can even provide him with ' infinite ammo.' This is revealed towards the conclusion of Metal Gear Solid 2: Sons of Liberty. Solid Snake is not the only character in the Metal Gear Solid series to wear a headband, however. Big Boss, the soldier Solid Snake was cloned from, also wore a headband, at least during Operation Snake Eater in the 1960's. Big Boss's mentor who taught him the basics of Close Quarters Combat, The Boss, also wore a headband. It is not stated at any point during the games whether the other characters headbands reward them with infinite ammo.