Hair loss is more of a genetic thing. Yes, some Anabolic Androgenic Steroids (AAS) tend to make your hair fall out, but if you are not predisposed to Male Pattern Baldness you should be able to keep most of your hair.
I've never had any hair troubles, but I think some people run into trouble with Dbol, Winstrol (winny), fina, test (I'm sure there are more out there)