Used to describe the feeling when you're absolutely out of your face on some substance or other. Generally the point in the night where things stop making sense. This feeling can be applied all the time when at a music festival.
"Mate, my head's going west... Where are you? Opposite the moon you say? Oh sound, I'll try and find you."
Also can be used as "My head's gone west.. I need to go home - now.."