The Sacred Hair Well is located in the northern side of the famous Shwe Dagon Pagoda in the capital of Myanmar. The Buddha is believed to have taken a bath here. Some think that this well leads to a hall at the bottom of the pagoda where sacred hairs and other relics of Buddha are kept.The Sacred Hair Well is located in the northern side of the famous Shwe Dagon Pagoda in the capital of Myanmar. The Buddha is believed to have taken a bath here. Some think that this well leads to a hall at the bottom of the pagoda where sacred hairs and other relics of Buddha are kept.