I've been writing some articles for my other blog, Old Fashioned Lady, about the concept of modesty in formal dress occasions. Since I haven't posted here lately, I thought I'd see what I could find for formal head coverings. There aren't many for most of us, but the Muslim ladies have this formal head covering done to an art.
Check the videos "Hijab style for a formal occasion" and "Hijab tutorial for formal occasions" on YouTube, and scan through the suggested videos on the right of the screen.
Try a Google image search for "formal wear hijab" or "formal wear headscarf." Or come up with your own Google search; I even found a few cute dress ideas by searching for prom hijab.
Many hijab bloggers have posted pretty styles, including: StylishMuslimah, The Hijablog, and "How to Hijabify Your Prom Outfit" from iHijabi. Comb through their blog pages, and try their links, as well as the hijab bloggers I have listed in the right column.
Also, look through the Modest Clothes directory, for modest formal wear that could be paired up with a stylish head scarf. I'd like to hear from others who have ideas for dressing up a headcovering, when it's necessary.