An unzipping of a polyhedron P is a cut-path through its vertices that unfolds P to a non-overlapping shape in the plane. It is an open problem to decide if every convex P has an unzipping. Here we show that there are nearly flat convex caps that have no unzipping. A convex cap is a top portion of a convex polyhedron; it has a boundary, i.e., it is not closed by a base.