If you have an earbud headphone you can fold it up and store it in an empty medicine vial that you can get from any pharmacy.
Step 1: Get a Medicine Vial
If you don't have a medicine vial then just go to any pharmacy and ask for one. They have a lot of those vials and I'm sure they can spare you one.
Step 2: Neatly Fold the Headphone and Store It in the Vial
Fold the headphones rather than stuff it in the vial because stuffing the wires might degrade the quality of your headphones. Also folding the wires will be more organized when you take the headphone out.