I saw an old English derby hat, that was made with a cork lining, actually a kind of hard hat. Similar to the pith helmets used by horsemen. This hat was pre-1930's and was rigged with a "hanging" holster. I couldn't tell what kind of gun the holster was intended for, but it had to be some kind of derringer size pistol.
I think weight would be a problem, but an NAA 22 short mini revolver could work, but who knows. It would be fun to experiment.