They never did, which is why its very annoying that many(especially americans) think so. Using a horns on a helmet would actually ruin the whole point of using a helm(the helms function is to make the weapon bounce or glide off, a hornet helmet would hook it and cause more damage to the person who wears it).
The viking very rarely used helms at all, only the elite soldiers and rich men did(helms like this one, and spangenhelms).
it's believed that vikings actually used helmets that were made out of hard leather, and metal helmets were rear. hard leather deteriorates a LOT quicker than metals so that is a way to explain why they found such an small amounts of helmets. and they did actually find helmets with horns and stuff on in the 19th century but they were before the viking age and it's strongly believed that they were only used for ceremonial purposes.
I never knew that until now. The vikings had some pretty neat equipment; longships, fortifications and helmets that a lot of people don't know never had horns. How can a mistake like that get in the history books?
The idea of vikings having horned helmets are not in history books, the thing that makes people think it is because it was a myth created about 200years ago, when artists(painters etc.) wanted to "romantize" it, they added wings to thor and odins helmets(inspired by Gouls in Gallia aswell as the romantized version of roman mythology). It is something they created, a swedish organization also took use of this myth about 200years ago.
But the thing that has had most effect is the paintings(done by italians mostly, the drawings and paintings done by scandinavians have a very diffrent style. The italians at that time just created paintings to sell and didnt care if it was totally historical incorrect).
Wagners Opera also featured a horns or wings on a vikinghelmet, and made this myth spread. Thats the main things, the start of the idea comes from Italians using gaul and romantized versions of roman and greek mythology as inspiration to picture vikings/norse gods.
In modern times its continuelly missused by stuff like Minnesota vikings in usa, hollywood movies like Pathfinder(utterly crap). The marvel comic about Thor, aswell as other things, some also missuse it here to sell stuff to tourists.
Its rather sad, that everyone thinks about vikings when they see a horned helmet, when we never ever actually had any. But its a very hard myth to break, because people are stupid and uneducated you know. Best thing they can do is making viking movies without them, that helps.