But since Baier can't run away from the wig rumors, he's tried to debunk them himself. "My hair is 100% my own -- I promise.

Speaking of his appearance, Baier, who is among the richest Fox News anchors, has also shot down claims that he wears a wig or a toupee. "My hair is 100% my own - I promise," he stressed on X .

Alec Baldwin is back on Saturday Night Live — but not in the wig you might expect. ... Alec Baldwin returns as Bret Baier in Fox interview parody. Baldwin then launched into his leading question.