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Consult your physician. Ingest prescription or preventative medications. Try oxygen therapy for cluster headaches. Consider other treatments.
If home treatments do not help your headache, see your doctor. She can rule out underlying conditions and formulate a treatment plan for you.  Your physician will zero in on the correct diagnosis and exclude competing diagnoses in an attempt to pick the correct therapy. She will determine the need for additional testing at this appointment, which may include but is not limited to a blood pressure check, additional cardiovascular review, blood work, head imaging, and more. Depending on the severity and type of headache you have, your doctor may prescribe you a powerful pain reliever as well as a preventative medication to help stave off further headaches.  Your doctor may give you prescription pain relievers including sumatriptan and zolmitriptan.  Your doctor may give you preventative medications including metoprolol tartrate, propranolol, amitriptyline, divalproex sodium, and topiramate. Many of the preventative medications are especially effective on migraines because they counteract blood vessel constriction or the painful dilation stage. Some antidepressants may also help prevent extremely bad headaches. If you suffer from cluster headaches, oxygen therapy is considered to be one of the best treatments. You will inhale oxygen through a face mask, and your headache may be relieved in as little as 15 minutes. Oxygen therapy is most effective when used right at the start of a headache. You must resume treatment when another headache begins. There are other, more rare treatments you may want to discuss with your doctor. These include botox injections and  transcranial magnetic stimulation.  There are some studies showing that Botox, which is the Botulinum toxin type A, can help relieve and prevent bad headaches. Discuss this with your doctor should your headache not improve with standard therapy. Transcranial magnetic stimulation uses electric currents to stimulate nerve cells in the brain, which may help minimize the pain associated with headaches as well as their recurrence.