I found one. It looked awesome, but sadly, it is worse than my current helmet, so I left it there.
I have set of most types of armor for my Assassin Chick so I'll improve the hell out of it and she can wear it with her Heavy Imperial Armor set. ...and I may put one on display somewhere, too.
I wanted it for my house in Solitude. It's badass IMO and would love to have it as a display piece.
Tom there gave ya a link that shows the locations, but I agree it is a BADASS looking helm http://i1264.photobucket.com/albums/jj500/Justin_Peddle/100_6273.jpg
Where is it? (The wiki site link posted isn't loading for me)
At http://elderscrolls.wikia.com/wiki/Autumnwatch_Tower, head east up the mountain side and past http://elderscrolls.wikia.com/wiki/Froki%27s_Shack, eventually a http://elderscrolls.wikia.com/wiki/Shrine_of_Talos will be found. This helmet will respawn at this Shrine of Talos after one or two weeks.
Just inside the entrance to Kilkreath Temple (beneath the http://elderscrolls.wikia.com/wiki/Statue_to_Meridia) beside an Imperial Desecrated Corpse, this helmet is only accessible after level 12 is achieved because this is the level required to start http://elderscrolls.wikia.com/wiki/The_Break_of_Dawn.
In the http://elderscrolls.wikia.com/wiki/East_Empire_Company_Warehouse, during the http://elderscrolls.wikia.com/wiki/Thieves_Guild_%28Skyrim%29 quest, http://elderscrolls.wikia.com/wiki/Scoundrel%27s_Folly, in the last room where http://elderscrolls.wikia.com/wiki/Gulum-Ei is confronted for the second time, it is on the second shelf directly next to the first short staircase and just under the second short staircase sitting next to a piece of Imperial Light Armor.
There's also only 4 fur helmets. I know one's at White River Watch across the river from Honningbrew Meadery. But it looks terrible on female character, sorry buckom