Listen to Give Me Back My Wig online. Give Me Back My Wig is an English language song and is sung by Double Trouble and Stevie Ray Vaughan. Give Me Back My Wig, from the album Martin Scorsese Presents The Blues: Stevie Ray Vaughan, was released in the year 2003. The duration of the song is 4:07. Download English songs online from JioSaavn.