I recently saw a TLC special on "Medical Marvels', where one woman came into the ER complaining about bugs crawling in her head that were driving her crazy. The doctor was all set to send her to a psychiatrist, when he decided to dunk her have her head rest in some water. Then he noticed air bubbles in the water, which made him suspect that there was some type of cavities in her scalp causing this. He examined her scalp further, and did see some type of dark colored worm peeking it's head through one of the holes that it had burrowed into her scalp.
He tried to get it out with forceps, but it crawled back into her scalp. Luckily, he was able to remove it and any others she had in there. The crawling sensation was immediatly relieved, and the woman left the ER happy. She and her husband mentioned a tropic vacation they had been to recently.- so this could have been some parasitic larvea that made a home in her scalp.