Move, groove, and stay warm in the Nike Women's Soft Shell Therma-FIT Hatphones Cap.
The website doesn't explain much, but when I called Nike, I found out that inside the hat, there is a pocket for your Nano.
There are headphone speakers inside (these can be removed before washing) that have a cord that connects to your Nano.
The wires are all hidden in the hat, so you don't have to bother with dangling wires. An extension cord is included if you have a bigger iPod or MP3 player (it's too big to fit in the hat).
It also comes in black, white, and light blue for $60. It's a great idea if you love to listen to music while outdoors in cold weather.