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Thanks. I initially used the Pen tool and created a selection with a 1 pixel feather. The Pen tool makes very clean selections for everything except the hair, so in this first step I deliberately left a very large margin around the hair.

For the hair, I made a very rough selection using the Lasso tool and then I used the Refine Edge commands to try to get a better selection. I very rarely get satisfactory results from Refine Edge, but in this case there was pretty good contrast and it worked fairly well, especially on the guy's hair. The woman's hair was more difficult, especially the side of her head on our left. For that area, I manually drew my own strands of hair with the brush tool.

I think the hair came out fairly well using the above steps. But if it did not, I had one other plan to try:

 Both photos have a similar background of sky and mountains. So in the "marry me" photo, I was going to do a curves adjustment to get the sky in that photo to match the sky in the Great Wall photo.  Once that is accomplished, then the selection around the hair doesn't need to be so perfect because the blue sky gives you some margin for error.