The Yuan Dynasty Helmet is the twenty-second treasure that can be found in Uncharted 2: Among Thieves.
The Yuan Dynasty Helmet is found in Chapter 4 - The Dig. As soon as you gain control after the cutscene. Staying in the same room. Turn around and face the location where the map and dagger were just found. While looking at that location, look up and to the right, and you'll no doubt see what you're looking for -- a shimmering dot on the wall. Shoot it down now that your weapons are free (you weren't able to draw them while holding the torch), and then walk up to it while it sits on the ground, and scoop it up.