From Halopedia, the Halo wiki
These are the walkthroughs to the various methods.
Halo CE: Use of Covenant Shield
Through out the campaign of Halo: Combat Evolved, the Covenant use energy shields in strategic locations as cover. They deflect all ballistic weapons, including those of a sniper rifle. In order to snipe yourself, walk up to the shield and get as close to it as you can. But if you are too close, you could end up getting the barrel of the gun through the shield, and fire past it. If this happens, just take a small step back. Try again, and you should lose your shield and 3 health bars. Let your shields recharge, and see if you can get a headshot on yourself. It is possible, but it may take a few tries.
Halo 2: Use of Wraith/Scorpion
First, get a Sniper Rifle or Beam Rifle. Make sure that you chose a map that holds a tank (Zanzibar, Coagulation, etc.). Second, go up to the tank and make sure you're facing the tank. Shoot your Sniper Rifle/Beam Rifle. It should reflect off and hit you. Sometimes you will die within one hit and your shield will fully go down, which would have been a headshot that deflected off the Scorpion or Wraith.
Halo 2: Turf method
On Turf you can do this another way. Stand with a Beam Rifle in the corner of the closed doorway behind the human medical tent. Look up and you'll see two small lamps. Shoot one of these. The shot will now jump around on the walls and eventually hit you. This may take a few tries, but after a while you can make it.
Halo 3: Forge
On forge mode, place a shield door on the floor right side-up. Get a sniper rifle or beam rifle. Walk into the shield door and stand still. Aim down at the floor and shoot. Its pretty hard to get a headshot, but it should work. It is also possible to snipe yourself by shooting certain parts of the environment at point blank range, should you hit them at the right angle.