@JMP said:

Charlize Theron had donned a wig for the film, due to shaving her head for Mad Max: Fury Road (2015). The Road Warrior (1981) and Mad Max Beyond Thunder Dome (1985) were post-apocalyptic westerns.

Yes, back in 2012 when filming started for "Mad Max: Fury Road (2015)", she shaved her head.

Here is footage of that event.