In 1852 the Russian Czar, as part of a continuing policy of Russification and harassment of his subject Jews, issued an order fining Jewish women who shaved their head 5 rubles. This came on the heels of the ban itself (1851) and a more general ban on Jewish dress (1850), which included a prohibition of growing peyos. Raphael Mahler claimed that the custom of tucking peyos behind the ear dates to this period, and he may well be right. Certainly earlier depictions of Russian Jews never show such peyos. So if he was right, that's how old this tradition is. But I digress. With the ban on shaving the head came, naturally, many police inspections, and not only the women were implicated, but also the rabbis and barbers (according to Dubnow).
In 1853 the British satirical magazine Punch ran the following about Jewish woman's sheitlach:
I think that the reason why Punch took it as a ban on wigs is because it reasoned that the women wore wigs because they shaved their head. If they didn't shave their head, they wouldn't wear wigs. Thus in effect wigs were banned, and a great pun was there for the picking. If only they knew (about the wigs, that is).