Well, not quite to the head but this guy was very, very lucky:

"Guy catches .50 BMG ricochet to the head" - http://www.liveleak.com/view?i=8d0_1183090807

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Updated 2021 : note that the above post was originally published in 2007, but is left here for archival purposes. The external link is now dead so I have unlinked it.