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A comb stuck in your hair is a troublesome occurrence. Not only does it make you look a mess, but it can damage your hair as well. And having your hair tangled around the comb doesn't feel all that great, either. Tugging and pulling on the comb does nothing, in fact, it will often make the situation worse. Fortunately, you don't need to shave your hair or do anything drastic to your hair to get that gnarly comb out of your mane.
Trim the teeth. Use a pair of snips or wire cutters to cut the teeth of the comb that is tangled in your hair. A pair of nail clippers may do the trick if the teeth are thin. Cut the teeth as short as you can.
Untangle the teeth. Push the teeth through the tangles, if possible. The teeth should come out of the other end if they aren't too caught up in your hair, now that they are cut free from the comb.
Untangle the tresses. Use your fingers or the end of a rat tail comb -- a comb that has a thin and pointy handle -- to untangle the hair from around the comb's teeth. This will likely take a while and may be a bit uncomfortable, but with a little patience and diligence you can likely get your troubled tresses untangled form the teeth.
Tame the tangles. Apply a conditioning spray to any knots or tangles left in your hair as a result of the comb. Allow the spray to sit in the tangle for a few minutes, then take the rat tail comb or a brush to gently work the knots out of your hair.