We are always looking for non-pharmacological ways to manage headaches. A study published today, although small, did have convincing evidence that a cold head bath is quite effective in stopping a new headache. The secret is starting with a lukewarm bath and working slowly towards a cold bath. Cold immersion directly can make the headache worse.
The way they did it in the study is to have a large sink, like they use in a hair salon, and put ice in the bottom. Then they filled it with warm water (body temperature) and the patient put their entire head in the water, except for their face. As the water slowly chilled and reached the temperature of the low 30s (which ice water usually reaches), the headache was aborted. The reason why this works is not clear and is probably far more complicated than a simple layman’s explanation. The only complicating factor is trying to recreate this at home. It would take a comfortable tub of some sort as a normal sink would not work.