I have helped people suffering migraine, and headaches resulting from tension or shoulder and neck strain. If a migraine is just starting, sometimes massaging the upper shoulders, the neck and as much of the head as is bearable can stop the progress. Regular shoulder neck and head massage is great self care for these folks.
Headaches coming from shoulder or neck strain are often relieved by massage. Circulation is improved, and muscles release the tension that is causing the problem.
Some headache problems are beyond the scope of massage. The cause may be eye problems, flu, diet, a tooth abscess or the problem may be more serious. Anyone suffering from a persisting headache should be treated by the appropriate physician.