This is the complete list of heads for Zero in Borderlands 2 and how to get them:
Head Name: C0al Train
How to get Zero C0al Train head: Drop - Terramorphous
Head Name: Special Edition: F0rg0tten
How to get Zero Special Edition: F0rg0tten head: Collector's - Collector's Edition
Head Name: Crafty
How to get Zero Crafty head: Drop - Creepers in Caustic Caverns
Head Name: Vault Veteran: Arachn1d
How to get Zero Vault Veteran: Arachn1d head: Other - Completed Borderlands 1
Head Name: 3ng13
How to get Zero 3ng13 head: Mission - Statusque
Head Name: M0t0cross Marauder
How to get Zero M0t0cross Marauder head: Drop - Badass Enemies
Head Name: Blast Shield
How to get Zero Blast Shield head: Mission - Symbiosis
Head Name: Punk
How to get Zero Punk head: Mission - In Memoriam
Head Name: Raz0r
How to get Zero Raz0r head: Drop - Henry
Head Name: Gh0st
How to get Zero Gh0st head: Default - Default Head
Head Name: Handsome Jack Mask
How to get Zero Handsome Jack Mask head: Drop - Handsome Jack
Head Name: G4I4h4d
How to get Zero G4I4h4d head: Drop - Vermivorous
Head Name: Nihilism
How to get Zero Nihilism head: Challenge - Pay the Bills
Head Name: Alienati0n
How to get Zero Alienati0n head: Drop - Geary
Head Name: Unreality
How to get Zero Unreality head: Drop - BNK3R
Head Name: Disharm0ny
How to get Zero Disharm0ny head: Default - Default Head
Head Name: Zero
How to get Zero Zero head: Default - Default Head
Head Name: B0ne H3ad (Pirate Head)
How to get Zer0 Bone head: Buy Captain Scarlett and Her Pirate's Booty DLC