Headaches presented with unusual manner like cough, exertion, and sex, poses a diagnostic challenge in the emergency room or primary care provider's office. The majority of these patients have no underlying intracranial pathologic condition and have a good prognosis. Since the pathophysiology is poorly understood, treatment choices are limited. Further research is needed to elucidate the pathophysiologic mechanisms of these uncommon headaches and to assess the cost-effectiveness of various diagnostic and follow-up strategies. This article focuses on eleven unusual headache syndromes, all of which are associated with significant morbidity and mortality.