Do you mean the kind that are like sweatbands (except a different type of fabric)?
I don't know of a tutorial, but I will try to explain.
1. Cut a strip of your knit that is about 20 inches long plus seam allowance (whatever you like to use) and double the width you want the headband to be (for instance 5 inches, which will give you a band that is 2.5 in. wide in the end) plus seam allowance. I measured a headband to get these numbers - you may need to make it longer or shorter depending on how loose/tight you want the headband. The fabric should stretch in the longer direction.
2. Sew the two short ends together (with the right side visible - wrong side touching wrong side) to get a loop of fabric.
3. Fold the loop in half the long way and sew the long sides together, with the right side on the inside of the tube. Don't sew it all the way closed though, leave an inch or two (however much you're comfortable with) open so that you can turn the tube.
4. Flip the tube inside out (technically outside out) through the opening and hand stitch the opening closed.
- if you're just using a regular machine for all this, make sure you sew with a zig zag or stretch stitch so the stitches don't snap when you stretch the headband.
I hope this is the kind of headband you meant
Let me know if any of the steps don't make sense... I read over this too many times and have managed to confuse myself about the wrong/right sides of the fabric, so I'm not sure if it's completely accurate.