This is the only known example of a complete Viking helmet in existence, from the 10th century AD:
Typically things of this nature are found in burial sites, so why aren’t there more helmets? There are three possible reasons:
1) Armor was a form of personal property. Some things were part of an “estate” that you would leave to your heirs after death and other objects were personal property that you kept and were buried with you. Coins, for instance, were rarely found in burials, and then only in small quantity. They were considered part of your family’s property.
2) Armor was too expensive to bury. A suit of maille was certainly an expensive bit of kit, but so were horses, slaves, boats, swords, jewelry, silks, tapestry, etc…
3) Something cultural caused them to think that armor was not something that you should bury/burn with people. Maybe someone in the afterlife needn’t be concerned with being injured. They did bury people with shields. Perhaps a shield is seen as more of an “active” defense that is somehow more necessary in the afterlife.