As Tracie said, your birds may have physical problems that need to be addressed by an Avian Vet, so you may want to have them examined.
The other thing about Zebra Finches is that the male tends to peck his mate in top of head and remove feathers. I'm not sure if this is result of illness or behavior, and an Avian Vet will be better able to help you with this.
Thanks for writing and stay in touch with what Avian Vet has to say, Linda
Nov 21, 2011
bird with bald head by: Tracie
It is possible that one of the other birds is pecking her and it is possible that she has a disease.
Dr B can not tell without examining your bird in person. I suggest that you remove this bird from the cage and make an appointment with an avian vet to make sure it is not a disease that will effect the rest of your birds.