This class from my sipsorcery project can do it for you.
Update: If you have a string that contains a full SIP packet you can parse the full thing by using:
var req = SIPSorcery.SIP.SIPRequest.ParseSIPRequest(reqStr);
var headers = req.Header;
var resp = SIPSorcery.SIP.SIPResponse.ParseSIPResponse(respStr);
var headers = resp.Header;
If you don't know whether the SIP packet is a request or a response you can use the SIPMessage class:
var mess = SIPSorcery.SIP.SIPMessage.ParseSIPMessage(messStr, null, null);
var headers = SIPSorcery.SIP.SIPHeader.ParseSIPHeaders(mess.SIPHeaders);
Update 2:
Given you're using pcap.net to capture the SIP packets you are probably ending up with a block of bytes rather than a string. You can use the SIPMessage class to parse the SIP packet from a UDP payload:
var mess = SIPSorcery.SIP.SIPMessage.ParseSIPMessage(packet.Ethernet.IPv4datagram.Udp.Payload, null, null);
var headers = SIPSorcery.SIP.SIPHeader.ParseSIPHeaders(mess.SIPHeaders);