There was a second host scalped, but I don't think it was by TMIB. The sheriff who malfunctioned when a fly landed on his face showed up scapled when the techs looked at him. I think those are the only 2 scalpings we have seen so far. But I may have missed another.
As for Thomas Jane, I didn't "find out" it was him, I know him. I moderate his comic book company message boards, and I've worked convention with him at RAW's booth. He's a good guy, and he has a deep adoration for westerns. He's been trying to get a western called "A Magnificent Death By A Shattered Hand" off the ground for a few years now.
There were some hosts scalped by indians in the 2nd episode when the madam, I can't remember her characters name, was remembering some of her past. But since they were memories and part of the narrative they probably don't count.
That is awesome about Thomas Jane.