Humidity reliably turns my hair into a collection of corkscrews. Following a fleeting interest in screwability, here's what the internet told me. Beware, I'm not a chemist:
Hair is made up of 90% keratin, a protein which also makes up skin and nails. Keratin consists of amino acids which link together to form chains called polypeptides. These chains are in turn cross-linked with each other by side bonds of three types: Hydrogen bonds (H), Salt bonds (S), and Disulfide bonds (D) that keep the hair in its shape.
[Figure from this site]
The D-bond and S-bonds are quite strong and keep the hair in the natural form that it likes to grow on your head. If these bonds are broken, the hair can be reshaped, after which the bonds will hold it in the new form. The breaking can be achieved with various chemicals, after which the hair can be brought into a shape that suits you better, and will keep it. That's what e.g. a perm does.
The hydrogen bonds are very easily to break with water. If you make hair wet, and the water dries, the bonds get set up and the hair will stay in the new form. Humid air also causes these bonds to weaken. One result of this is that the hair increases in length. This is why a hair can be used as a hygrometer. Another result of high humidity is that the hair will resist to stay in the form you've tried to bring it in. If you have hair that has the sulfur bonds set for curliness, which is apparently the case for the stuff growing on my head, then the hair will tend to get curlier when the hydrogen bonds relax.
I hope I got that straight ;-)
And here's how that looks like