They could have trichotillomania, which is considered to be an impulse control disorder. It often occurs in people with anxiety, depression, or obsessive compulsive disorders.
There are two main reasons behind self hair pulling. One reason is stress related, the other is insecurity. In many cases the ones who pull their hair out do not realize what he or she is doing until baldness occurs. Children and adults are both known for this type of release due to an outside stresser or circumstance.