The main effect humidity has on hair is to make it curly or frizzy. The change in texture of the hair is caused by the increase in hydrogen atoms in the air.
Humid air has more water molecules in it and thus more hydrogen atoms. Hair is made up of keratin proteins held together by two specific bonds. One of these is the permanent disulfide bond, which gives hair its strength. The other is a weaker, more temporary hydrogen bond.
The higher level of hydrogen in humid air leads to a creation of more hydrogen bonds in the adjacent molecules in the strand of hair. These bonds cause the hair to fold back on itself, creating texture and increasing curls and frizz.