A lot of people don't wear helmets, especially for shorter bike rides. You never know when something could surprise you and head injuries, even nonfatal ones, can affect you for the rest of your life. Helmets save lives!
My husband is extremely vigilant about making sure everyone wears their helmets when we go out riding. Just got the little one a strider bike, but we got the helmet first. ;p
If you're talking about bicycles, nobody cycles with a helmet around here (Amsterdam). Then again cycling is the main mode of transport here and the style of cycling is quite a bit different. See here for examples of what's different.