David Wright is hit in the head by a pitch (ESPN video)
Hikiro Kuroda is hit by a line drive in the head (NBC article, YouTube video)
Scott Rolen is hit in the head by a pitch (Tornoto Star article)
(from 2005) Carlos Beltran and Mike Cameron collide in the outfield (NY Mets article with video link)
Interestingly, there is a new batting helmet designed to prevent concussions in baseball (NY Times Article), but players do not necessarily like the look/feel:
“No, I am absolutely not wearing that,” Mets right fielder Jeff Francoeur said with a laugh after seeing a prototype, as if he were being asked to put a pumpkin on his head. “I could care less what they say, I’m not wearing it. There’s got to be a way to have a more protective helmet without all that padding. It’s brutal. We’re going to look like a bunch of clowns out there.”
Before making any judgments, it's not like we all wear crash helmets when we drive...