I recall a folding helmet made of cardboard being advertised years ago, but the concept seems to have fizzled. The idea was to have a cheap helmet that you could sell in a vending machine next to bike-share locations. The lack of a helmet has been cited as one problem facing bike-share programs.

I've never been that bothered by carrying my helmet around. Though I do wish that the visor was attached more firmly. And the mirror adds greatly to the overall dimension (and fragility).