Yes, and allergens...all kinds of microscopic goodies. For example, I work with animals, and we had a seminar recently about personal protective equipment for minimizing exposure to allergens. Apparently when there are microscopic bits of animal urine, dander, and feces in the air, it really clings to your hair...so even if you don't have visible animal hairs on you, you're still carrying the proteins around in your hair.
FYI I wear a protective bonnet now. Just FYI. And I wash my hair every night.