Figures with removable

He's looking for a cap on the 5 scale though and the wrestling figures are on the 7 scale.

I've seen some wrestling figures with caps

What about a playmobile baseball cap?

Offhand, I don't think I've ever seen a 5" scale figure with a removable baseball cap. You could try making your own, as that's a pretty simple shape. Let's see: You could wrap some tape around the figure's head, to create the part of the hat that fits around the head, and then glue a thin piece of cardboard/foam/plastic onto that to create the hat's bill. Add some sculpted embellishments if you want (wrinkles, buttons, straps, or whatever), paint it up, and you're all set to go!