Imam Malik said, as narrated by Ibn Abi Zayd:
“The turban was worn from the beginning of Islam and it did not cease to be worn until our time. I did not see anyone among the People of Excellence except they wore the turban, such as Yahya ibn Sa`id, Rabi`a, and Ibn Hurmuz. I would see in Rabi`a’s circle more than thirty men wearing turbans and I was one of them; Rabi`a did not put it down until the Pleiades rose and he used to say: ‘I swear that I find it increases intelligence.’ Jibril was seen in the image of (the Companion) Dihya (ibn Khalifa) al-Kalbi wearing a turban with its extremity hanging between his shoulder-blades.” (Ibn Abi Zayd, al-Jami` fi al-Sunan (1982 ed. p. 228-229).
“When Malik wore the turban he passed it under his chin and let its extremity hang behind his back, and he wore musk and other scents.”
[both cited in The Four Imams and their Schools, Dr. Gibril Fouad Haddad]
Taken from http://eshaykh.com/sufism/sunnah-of-turban/