My handle bars are loose on my 2005 Harley Roadking FLHRI, how do I tighten them. Do I need to remove the headlight assembly?

They're probably not loose. The movement you're feeling is probably in the rubber bushing that the handlebars are mounted in. Harley has used rubber bushings for years to isolate the handlebars from as much engine and road vibration as possible.

On your "cruiser" bikes like your roadking, the bushing are quite soft to dampen the vibration to a greater degree. The bushing on the Softail may not be as soft. The good news is that they aren't difficult to replace with a firmer set. You will have to take the headlight nachelle off to gain access to the nuts or bolts that hold them in place. You can order aftermarket bushings that are more firm or you can even get solid steel bushings to eliminate the movement to the degree that you want.