Embodiments of movable weights, such as weight assemblies and weight screws, for a golf club head are disclosed herein. One embodiment for a weight assembly, for example, comprises a mass element having a first end, a second end and a sidewall extending between the first end and the send end. The sidewall of the mass element defines a first bore extending through the mass element and at least a portion of the sidewall of mass element tapers in a direction from the first end to the second end. This embodiment further includes a retaining element configured to engage the first bore adjacent the first end of the mass element and defining a second bore. The weight assembly further includes an elongate fastener having a first end configured to be received within the second bore of the retaining element and a second end extending through the first bore and beyond the second end of the mass element when the mass element, retaining element and fastener are assembled together.