it won't hurt to cap them off. even if they are at hte end of the line the air will blow enough water out of the lines so that if it freezes it should not harm the pipe. if they are not a the end of the line, then it really won't matter cause the water will blow right past them.

as far as the lost head, it must be clogged or you would see the wet spot. again it should not really hurt.

Hello.

I have a follow up question regarding your post. I also have unwanted sprinkler heads that I would like to cap off. I would also like the ability to use them again, although I have no plans to do this. I have a Toro GreenKeeper system. Can I buy some sort of screw on cap that takes the place of the screw on sprinkler Heads?

Also, my system has so much pressure that much water is wasted by a high pressure mist that gets blown away and evaporates into the air. Can I reduce the pressure or buy other heads to prevent this?

Thank you very much.

You can reduce the pressure with a pressure regulator. You can also check out this link about capping off a sprinkler head: http://www.doityourself.com/stry/how-to-cap-off-a-sprinkler-head.