When you go to the episodes list and scroll across you can see different art types representing the which episode right? If you've noticed, episode 4 we see Clementine sitting there in the dark WITHOUT her hat.
Now she could've simply taken the hat off for whatever reasons or she may lose it. The picture for episode 5 doesn't tell us any hints about it either. Not the storngest topic for discussion but it's something. What do you think?