There is an interview in Men's Fitness where the actor, Adewale Akinnuoye-Agbaje explains how the hat stayed on his head:
But the weirdest thing about Adebisi was how he wore his trademark
knit hat. The thing stayed perched on the corner of his head and
seemed to never move. Anyone who ever watched the show had to wonder
how he kept it up there. Turns out, there wasn’t much of a secret to
I just put it on my head and it stays there, he says. People think
it’s Velcro or whatever. All it is is my bald head. You just stick it
on the corner. I could do a backflip and that baby wouldn’t move.
Just another reason why Adebisi was the most badass character on Oz.
He defied the laws of physics.