According to About.com’s FAQ – Hair Loss and Chemo:

“Some of the newer chemotherapy drugs are actually able to target cancer cells better and leave hair cells intact. In addition, some cancer patients who take at least 1000 IU of Vitamin E daily several weeks before chemotherapy have been shown to lose less hair. However, it’s important to talk to your doctor before trying any potential hair-saving remedies before or during chemotherapy.”

“Scalp cooling”, essentially cooling the scalp with cold air or cold liquid, is another method being explored. As with any medical suggestions or advice, you should talk to your doctor about this as well before using.

UI Hospitals and Clinics Patient Education – Dealing With Cancer Therapy Hair Loss lists some of the anticancer drugs that usually do not cause hair loss (as well as those that do). It also provides some useful tips for managing hair loss associated with chemotherapy and radiation.