Many thanks to @mikeyerxa for sharing a colored photo of Keanu as Hamlet on twitter that was taken in Winnipeg.
During the time Keanu was in Winnipeg to performe in Hamlet, he had short hair. The Royal MTC archives has two photos of Keanu as Hamlet by Bruce Monk on their site. In these photos, Keanu’s hair is long. Keanu arrived in Winnipeg in December 1994 for rehearsals and the production ran from January 12, 1995 – February 4, 1995. I am assuming during the actual performances, Keanu wore a hairpiece/wig.
Note: There are set photos and photos of some of the other cast here including another one with Keanu.
Update: Many thanks to @S_Truman who is located in Winnipeg and tweeted the following to the site:
Keanu played Hamlet in Winnipeg on stage Jan 12,1995-Feb 4,1995. He arrived for rehearsals on Dec 7, 1994. He wore a long haired wig for a brief portion of the play.
