In the scene where Loretta and Ronnie are at the coat check in the Met, Loretta's hair clearly changes.
She takes off her coat, and her hair and bangs are all pouffy and nice. Pan to Ronnie for his reaction to her new look. Back to Loretta and her hair is completely smushed. Ronnie takes her coat, and back to Loretta...voila! Hair is pretty and nice again.