Bevscountrycottage.com has a number of free crochet and knit hat patterns for preemies available on its website. Carewear.org offers a free sewing pattern for a fleece hat for preemies.
BevsCountryCottage.com offers a variety of different free hat patterns for preemies that range in sizes to fit micro-preemies up to 9-pound newborns. The site offers patterns for various styles and seasons. For traditional sewing, crafters' options for preemie-sized free patterns are somewhat limited. Carewear.org offers a free fleece hat pattern that a crafter can easily modify by substituting another fabric for the fleece to make hats that are more suitable for other seasons.