There's something strange going on there, that's for sure. It's a shame the photo isn't in colour. The wig also looks higher at the back than normal.
In my opinion, what we are definitely seeing are TWO wigs. Although she isn't pulling a funny face or anything, it's likely that she was just having a laugh and put both wigs on as a joke. These thing happen. And then she carries on as if there's nothing wrong. Obviously the photographer and make-up artist would have been in on it too. Sometimes the most obvious explanation is the best and usually correct. I've never seen this photograph until fairly recently, which also suggests to me that it was never put into circulation and was maybe never intended to be. It's a truly bizarre scenario, but it's not unthinkable that she wore two wigs just for that picture. The height of the wig seems to suggest this as well. Anyway, here's the pic I meant to post yesterday!