There are many possible causes of hair loss and can include:

* Alopecia areata -- bald patches that develop on the scalp, beard, and, possibly, eyebrows. Eyelashes may fall out as well.
* Autoimmune conditions such as lupus
* Burns
* Certain infectious diseases such as syphilis
* Chemotherapy
* Emotional or physical stress
* Excessive shampooing and blow-drying
* Fever
* Hormonal changes -- for example, thyroid disease, childbirth, or use of birth control pills
* Nervous habits such as continual hair pulling or scalp rubbing
* Radiation therapy
* Tinea capitis (ringworm of the scalp)
* Tumor of the ovary or adrenal glands

I'd suggest that you see your doctor if you're worried about hair loss. A careful medical history and examination of the hair and scalp are usually enough to diagnose the nature of hair loss. Where is the hair loss occurring, exactly?