I actually did an online search on headaches a while back, and took some notes. I can't vouch for any or all of them working for headaches, but you may be interested. Of course, for supplements, herbs, etc. always CHECK WITH YOUR DOCTOR, first. These suggestions were for various types of headaches; not just migraines, and I thought they were interesting. Here's what I found:
--boil orange peels, let steep 10 minutes, then drink as a tea to get rid of migraines (I hope to try this sometime!)
--vitamin C
--Co-enzyme Q
--vitamin B6
--steam over very hot water
--scent of lavender can help
--wiggle your shoulders and neck up and down and around, in case tension is involved. Also can massage neck/shoulder area, then massage in a couple drops of peppermint oil. This brings warmth to the neck and shoulder area (again--use caution with peppermint oil, and may want to test a small area first, as it is strong, especially on sensitive skin)
--some topical oils have magnesium and may help (I don't know of any specific names)
--chamomile or peppermint tea may help
--sleep with several pillows to elevate your head
--drink lots of fluids
--a warm, moist washcloth on your face several times a day can help
--sometimes spicy foods, garlic, salsa, onion, horseradish, etc. can help, especially if it's a sinus headache
--ginger tea helps if there's nausea
Hope this helps a bit. :)