Medication- or substance-induced headache is probably an underrecognized entity with numerous etiologies, including prescribed medication, over-the-counter medication, illicit drugs, anesthetic agents, foods, food additives, beverages, vitamins, inhaled substances, and substances used in diagnostic procedures. The author performs a systemic review of the literature to provide an exhaustive description of the relationship between medications and substances and headaches of various types, along with pathophysiologic mechanisms whenever possible. Suggestions for improved identification of this phenomenon and its avoidance are provided. More scientific evaluation of substances and their possible association with headache is required with almost all substances indicated herein.