A balaclava is a piece of headgear that basically just leaves your eyes and nose open, but protects the rest of your head from the elements.  It makes one look like a combination of a knight and bank robber.  
This isn’t a word you hear much anymore, even among skiers and sporting good stores.  The only places I am aware that one would find it are among the denizens (or formerly so) of the UK. 
I recently read it in an entry of Neil Gaiman’s highly entertaining blog/journal.  It made me smile — and immediately recall its usage in one of the most melodic short stories ever written.
From Dylan Thomas’ “A Child’s Christmas in Wales”: 
There were the Useful Presents: engulfing mufflers of the old coach days, and mittens made for giant sloths; zebra scarfs of a substance like silky gum that could be tug-o’-warred down to the galoshes; blinding tam-o’-shanters like patchwork tea cozies and bunny-suited busbies and balaclavas for victims of head-shrinking tribes; from aunts who always wore wool next to the skin there were mustached and rasping vests that made you wonder why the aunts had any skin left at all; and once I had a little crocheted nose bag from an aunt now, alas, no longer whinnying with us. And pictureless books in which small boys, though warned with quotations not to, would skate on Farmer Giles’ pond and did and drowned; and books that told me everything about the wasp, except why.
It also happens to be the location of the Charge of the Light Brigade in the Crimean War:

“Forward, the Light Brigade!” 

Was there a man dismay’d?
Not tho’ the soldier knew
Someone had blunder’d:
Theirs not to make reply, 
Theirs not to reason why, 
Theirs but to do and die:
Into the valley of Death
Rode the six hundred

by Alfred, Lord Tenneyson.

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