According to Webster's Unabridged, bandana is a variant of bandanna. In everyday usage, however, it appears bandana is more common (about twice as many hits on Google News, and spelled that way in Amazon.com). Google bandanna, and you're likely to get "Did you mean bandana?". I believe this more common usage is due to the fact that bandana would be how you would spell it in Spanish, which is the first language for many Americans and probably the most common second language for native American English speakers. Odd, because it's not a Spanish word. Puzzle editors often allow common variants, so bandana would probably be accepted . . . but don't count on it.