The empirical support for three behavioral treatments (relaxation, biofeedback and cognitive therapy) for managing migraine headaches in children and adults is reviewed. Meta-analyses and evidence-based reports show that these approaches are of considerable value, they appear to work equally well when applied individually, in groups or in limited contact formats. Meta-analyses comparing behavioral and prophylactic medication show equivalent results. However, outcomes are optimized when these treatments are combined. Researchers are currently seeking to identify factors predictive of response to behavioral approaches. Patients experiencing medication-overuse, refractory, cluster or post-traumatic forms of headache or comorbid conditions present special challenges that can require intensive, comprehensive and multidisciplinary approaches to treatment. Behavioral treatments have met with mixed success for menstrual migraine in the few studies that have been conducted. This review concludes by highlighting directions for future research efforts such as importing treatments to settings where headache patients most often seek care and developing algorithms for optimizing combinations of behavioral and pharmacological treatments to enhance effectiveness, reduce costs, minimize dosing requirements and improve adherence to needed medications. Other research efforts include developing treatments that target the underlying pathophysiology more directly, gaining a greater understanding of mediators and moderators of behavioral treatments, exploiting e-technology for assessment and treatment, and assessing outcome in multiple ways--such as quality of life.