I carry a bandana everywhere, it can go on an airplane where my Swiss army knife has to ride in the baggage compartment. A clever person knows how to make a bandana do nefarious things, should the situation dictate.
I think every gentleman should carry one so that he can offer it up to a young lady in need of drying her tears, it can be spread out to allow the young damsel to sit upon a soiled surface and naturally it can be used as a head scarf or even a makeshift container should a young ladies strand of pearls break....