Cough, exercise, and sex headaches are underrecognized distinct but related syndromes, triggered by rapid rises in intra-abdominal pressure. All may occur as a manifestation of a possible underlying, symptomatic etiology, and additional diagnostics should typically be pursued to rule out serious causes. Cough headaches may be more common in certain subgroups or settings. Based on recent epidemiologic data, exercise-related headache may be more common than previously thought. There is no evidence that different pain types in sexual headaches are distinct from a pathophysiologic standpoint. Each of these headache syndromes is reported to be responsive to indomethacin.