I'm in my 30s and have been struggling with thin hair for years. I don't think it's bad enough that too many other people notice, but I definitely do. And last year, my dad commented on it, which was a serious confidence shaker.
I finally found a dermatologist who took me seriously (after a previous male doctor just shrugged and said, "These things happen sometimes") and put me through a battery of tests. Everything medically is normal, which is both good (yay, healthy!) and annoying (no clear reason that we can address). She put me on a double dose of prenatal vitamins and 2 daily pills of Viviscal, a hair supplement. She recommends the professional strength, but it looks like Amazon isn't carrying it right now and I'm not finding an online vendor I trust who has it, so I'll probably go to one of the other varieties until I can find the pro again (assuming they're still making it).
The supplements seemed to be helping (to the point where my mom commented that she noticed it was looking fuller), though it takes months (at least 3-6) to see progress because hair is slow... and then I set myself back with a medication switch that caused some rapid shedding. I suggested Viviscal to a friend who was dealing with hair loss, and she said it's been helping her, too. Those are just two anecdotal cases, not empirical evidence, but for what it's worth.
I also like BoostnBlend (available on Amazon or on their site) when I'm feeling self-conscious or just want to make it look thicker around my part. It's little fibers that stick your hair by static, in a container like a salt shaker. It doesn't take much and it's very natural looking, and stays put until you wash it out.
