Some headaches, usually migraines, do not respond to the usual over-the-counter and even prescription headache medications.  Once it is clear that there is no serious underlying cause, such as an aneurysm, several injectable medications can be given in an emergency room (during office hours at the New York Headache Center we also give injections in the office). These medicines may include intravenous injections of: magnesium sulfate (which is not a medication, but a mineral), sumatriptan (Imitrex, which can be self-injected by patients at home), ketorolac (or it is also called Toradol, which is a drug in the aspirin family), dexamethasone (Decadron, a steroid drug, which can help pain of almost any type, but cannot be given for long periods of time), prochlorperazine (or Compazine, which is a nausea medication but can help pain as well), valproate sodium (Depacon), and several other drugs.