Helm of War is a helmet earned by finishing the Shrine of Ash, one of the Wind Shrines. The same shrine hands out the Spartan mask, so you get a full look in one run.
Find the Shrine of Ash and clear it. The helmet comes with the reward at the top.
Gosaku's Helmet - Improved
Gosaku's Helmet - Improved is a helmet that unlocks when Gosaku's Armor reaches level II. Upgrade the armor and it is added to your gear.
Gosaku's Helmet - Refined
Gosaku's Helmet - Refined is a helmet that unlocks when Gosaku's Armor reaches level III. Upgrade the armor and it is added to your gear.
Helm of the Lower World
Helm of the Lower World is a helmet hidden on Iki Island. It sits in a secret storage room on the Mongol warship you dock during "Jin from Yarikawa", at Fune's Refuge.
Image: Sucker Punch Productions / PlayStationHelmets
Helmets are cosmetic headgear for Jin that sit in the Helmet slot of the Gear menu. You get them from tales, armor upgrades, one shrine and a few hidden spots on Iki Island.