Depends how much you're paying for them. If you're paying a significantly lower sum of money because of the lack of warranty, then you are taking the risk, but for the reward of a lower price. The benefit of buying from an authorised dealer is that you always get the warranty.
However, there is also the proviso that some headphone companies honour warranties without proof of purchase. The two year warranty on my e5c was honoured when it transpired (via looking at the serial number) that unless I had bought them six months before they were made, it was a safe bet they were in the warranty period.
Basically, you may be okay, and the savings may be enough for you to warrant the risk, but it could be a bit of a gamble...