If you are making real cider, meaning only apple juice and maybe a little sugar to bump up the OG, you will not get a long lasting head. Its just the nature of the beast. Beer, brewed from malted grains has a lot more protein and longer chained dextrins that contribute to head formation and retention. That stuff just doesn't exist in apple juice. You could experiment with making "graff", which is a cider/beer hybrid and uses some malt extract. Since its still mostly apple juice, I expect it won't have great head retention either.
I guess you could also mash a pound or two of wheat malt, and add that wort (boiled) to the apple juice. I still expect any fermented beverage with apples as the base (meaning more apple juice than malt) will not have very good head.