“Other Primary Headaches” in the ICHD-3 encompasses activity-related headaches, headaches due to direct physical stimuli, epicranial headaches and a miscellanea, including hypnic headache and new daily-persistent headache. They can be primary or secondary and their etiologies differ depending on headache type. For instance, activity-related headaches can be induced by Valsalva maneuvers (“cough headache”) or prolonged exercise (“exercise and sexual headaches”). Almost half of cough headaches are secondary to posterior fossa abnormality, whereas only 20% of exertional/sexual headaches are secondary, with subarachnoid hemorrhage the most frequent etiology. This article reviews the clinical diagnosis and management of these heterogeneous headaches.