Mac OS X 10.7.3 macmini4,1
Login remotely with ssh to a Mac like this.
// --- Compile and run:
import java.awt.*;

public class AF {
    public static void main(String args[]) {
        Frame frame = new Frame("frame");
        frame.setBounds(50,50,300,300);
        System.err.println("Frame: "+frame);
    }
}
//------------------------

You will get:
 
Exception in thread "main" java.lang.Error: Could not instantiate Graphics Environment: sun.java2d.HeadlessGraphicsEnvironment
at java.awt.GraphicsEnvironment.createGE(GraphicsEnvironment.java:118)
at java.awt.GraphicsEnvironment.getLocalGraphicsEnvironment(GraphicsEnvironment.java:81)
at java.awt.Window.initGC(Window.java:466)
at java.awt.Window.init(Window.java:486)
at java.awt.Window.<init>(Window.java:535)
at java.awt.Frame.<init>(Frame.java:420)
at AF.main(AF.java:5)

See issues in MACOSX jira, there's some 3 of them: http://java.net/jira/browse/MACOSX_PORT-111, 765 etc. -- in 111 a final fix is, to use
CToolkit when the Aqua environment is available, fallback to X11 if the $DISPLAY environment variable is set, otherwise go headless.

Now we see that headless doesn't work.