Don't yell at me for throwing out another pair of headphones out in the Sennheiser thread, but if you are looking for small cases, damnn the V-Moda M100 folds up into a super TINNYYY case! hard to tell in most pictures, but look at this pic (that is it legit next to an iPhone!!). http://cdn.head-fi.org/d/d8/d86c1542_d0c5c116_M100Shell.jpeg
I have never seen sucha small case lol.
Only mention b/c they are considered to be a competitor to the Momentums since both are portable closed headphones in the $300ish price range. However, they sound very different. M100 is v-shaped with bass-emphasis.