The Shulchan Aruch paskens that one who takes a long, rectangular cloth and wraps it up into a hat-like thing (similar to a turban) does not put tzitzis on it because it's a hat, not clothing (OC 10:10). He continues by saying that a handkerchief worn around the neck doesn't get tzitzis (Ibid. :11) because it's used not as clothing but to hold money (MA ad. loc.).
What about scarves? Are they considered like the latter category, or do we say that since they're used for protection and warmth and as a body covering we should put tzitzis on it (provided, of course, that it fulfills the requirements of OC 9)?