Similarities between laboratory animals and humans in anatomy and physiology of the cephalic nociceptive pathways have allowed scientists to create successful models that have significantly contributed to our understanding of headache. They have also been instrumental in the development of novel anti-migraine drugs different from classical pain killers. Nevertheless, modelling the mechanisms underlying primary headache disorders like migraine has been challenging due to limitations in testing the postulated hypotheses in humans. Recent developments in imaging techniques have begun to fill this translational gap. The unambiguous demonstration of cortical spreading depolarization (CSD) during migraine aura in patients has reawakened interest in studying CSD in animals as a noxious brain event that can activate the trigeminovascular system. CSD-based models, including transgenics and optogenetics, may more realistically simulate pain generation in migraine, which is thought to originate within the brain. The realization that behavioural correlates of headache and migrainous symptoms like photophobia can be assessed quantitatively in laboratory animals, has created an opportunity to directly study the headache in intact animals without the confounding effects of anaesthetics. Headache and migraine-like episodes induced by administration of glyceryltrinitrate and CGRP to humans and parallel behavioural and biological changes observed in rodents create interesting possibilities for translational research. Not unexpectedly, species differences and model-specific observations have also led to controversies as well as disappointments in clinical trials, which, in return, has helped us improve the models and advance our understanding of headache. Here, we review commonly used headache and migraine models with an emphasis on recent developments.