When I saw the title of this thread, I thought it was a reference to the first lines of "Hal-An-Toe,"

Jake has gone to wear the horn,
It was the crown when you were born,
Your father's father wore it then,
His father wore it too.

Here they really mean "wear the horn," not "wear horns." It's a reference to putting a headdress of antlers on a man's head to signify he is king of either the spring or midsummer festivities, I think. Anyway one or more the of very old seasonal rituals. The reference is to the old pagan horned god, one of the pre-Christian symbols that are still embedded in a lot of British folk customs.

Wearing horns, as discussed above, is something entirely different. In Italy they call a cuckold a "cornuto" or "horned man." Bull horns not antlers. Symbol (a fighting insult) is hand raised with index and little fingers up, the rest down, thumb curled across the two fingers that are down.