Foam roller set and brush-out for a 1940's style look.
I am occasionally asked how I do my hair. I love a 40's vintage look very much. This video by Fitfully Vintageous shows very well how you can get that. I do use even smaller rollers. But the general idea remains the same. Above all, don't panic if you have to comb through the curls! Just keep going until you tamed them. You can, as it were, fold into a shape and then fix it with hair spray.