This is called "orgasmic cephalalgia," and is not that common, but it does occur and it's quite distressing to those who have them.
Usually is a sharp, severe pain that comes on suddenly when the person is nearing orgasm.
Are your men prone to other types of headaches, like migraine headache, in a daily life?
People who get this sex headaches, also, tend to suffer from migraines.
Researchers aren't sure about the precise cause of the headaches, although they're probably a type of "exertion" headache, in which the pain comes on during vigorous physical activity.
During sex (or vigorous exercise), the body releases catecholamines that could act as a trigger on the blood vessels in susceptible persons, or the chemicals could act on certain sensitive areas of the brain to trigger a migraine.
Is you boyfriend getting them frequently (sex headaches)?
Stress, tiredness and a history of headaches are factors that may put a person at greater risk of coital headaches.
Since this type of headache is considered as exertion induced one, slowing down the sexual activity and switching to a less active position, can help avoiding some headache attacks.