If (category / tag checked) then (display header2php)

Question

You can use the has_category() function for this:

if ( has_category( 'Grizzly Bears' ) ) {
  get_header( 'header2' );
} else if ( has_category( 'Peace Pipes' ) ) {
  get_header( 'header3' );
}

You can add the has_tag function as well. Both accept an array of term IDs, names or slugs if you want to check multiples at once.

Edit: changed in_category to has_category for consistency and potential future deprecation