Which hormones can cross the blood brain barrier?
Yes, both steroid and peptidic hormones can enter the brain, the obvious proof being that the brain responds to changing blood concentration of hormones.

The situation is different for steroid hormones (such as estrogen, testosterone, cortisol etc) which are small and lipophilic, and peptidic hormones (such as insulin, ghrelin, prolactin etc) which are big and hydrophilic.

The blood-brain barrier (BBB) is selectively permeable to steroid hormones: some of them (such as the gonadal steroids) can readily pass the BBB, while others (such as corticosteroids) pass only in small concentrations. This may however be modulated by hormone carrier proteins in the plasma.

See: Transport of Steroid Hormones through the Rat Blood-Brain Barrier - Pardridge et al., JCI, 1979



When speaking of peptidic hormones, the classic hypothesis is that hormones pass through the areas where the BBB is "leaky", i.e. where capillaries are fenestrated. 
These include circumventricular organs such as the median eminence (where the terminals of many neuroendocrine neurons are located), or the organum vasculosum of the lamina terminalis (OVLT), important for reproduction and osmoregulation. The chorioid plexus is also often mentioned as a site for hormone entrance and/or sensing.

However, how exactly hormones enter the brain is still very unclear.
Our lab published a paper on this topic recently: 
Rapid sensing of circulating ghrelin by hypothalamic appetite-modifying neurons - Schaeffer et al., PNAS, 2013