I would never ride without a helmet ...
My friend had a terrible fall from a horse when I was with her. Her saddle slipped while we were galloping, and I turned in the saddle just in time to see the back of her head smack into the ground. The helmet was old and probably needed replacing, but I shudder to think about how her skull would have been damaged if she had been wearing nothing on her head.
On a non-horse-related note, my sister probably had her life saved by a helmet. She was longboarding down a hill, doing over 50kmh (about 30mph), when she wobbled and fell off her longboard. She skidded down the hill, opening up a gash on her shoulder and bruising her body horribly. Afterwards, we took a good look at the motorbike helmet she was wearing and we noticed a gigantic, fresh scrape down the side of it, from crown to jawline. She didn't even remember hitting her head on the ground, but if she hadn't been wearing that helmet, her face would have been a wreck.
"When the power of love overcomes the love of power, the world will finally know peace." - Jimi Hendrix