Multicultural Steampunk has this great post that talks about the use and history of the turban. Turbans are stereotypically associated with Muslims, though in fact they have been used by other groups, like Sikhs.
I tried making one of these turbans myself, and I can't decide if I like mine or not. I used brightly colored scarves and decorated it with mardi gras beads just as an experiment (they went with the bright colors). I'm not sure I liked how it looked on me, but it was a fun experiment.