A lot of people have migraines start after head injuries. It's not that the injury causes migraine, but that your brain is already prone to migraine and it is the injury that brings them to the forefront.
There is something called sexual headache (or coital headache) that begins during orgasm. Some migraine meds can be taken about 30 minutes before sex to keep the headache from coming on. I don't know if there's any other treatment for them, though.
-kerrie