Yes I did the first time around. I think it was a combo of to low calorie and not enough protein. It's all grown back in now. But was very scary when it was happening.

I have experienced this as well. I was on ibreatheimhungry and the blogger said that it passes.

"If your weight loss is rapid on keto (let’s hope), you may also lose more hair than normal for a month or two. It can be disconcerting, but it’s not permanent and will stop when your hormones regulate."

I am only four months in so it hasn't passed yet. I don't know WHY it happens though. It was never explained in the blog.

http://www.ibreatheimhungry.com/2014/01/3-day-keto-kickstart-menu-plan.html

It's under bullet point #9.

I didn't take anything, others recommended biotin. I started eating more and increased my protein and after a few months I had tons of new hair growing in.

I've always lost tons of hair and somehow still always had really thick hair. As I've gotten older, it's not as thick but it's still always been above average. A couple months into Keto I definitely noticed I was losing more than normal but it wasn't having too much effect on the overall thickness somehow. Maybe a little...
There was a thread a while back with the same discussion and I recall some saying its just associated with weight loss in general. Since then I've also heard the same from 2 different stylists and most recently my gynecologist thought the same as we were discussing losing weight, low carb and how your hormones adjust with fat loss.
Maybe there's a protein connection too. Idk but I was eating more protein then, than I have been lately since I realized it was making my belly uncomfortable.

i lost a boatload of hair. hated that, still hasnt come back in, but i do like being thin and i can live with it til it does. thinking...extentions maybe.