My daughter has had Migraine headaches on and off since she was about 4-6 years old. They were diagnosed as "allergic migraines" since it was due to what she was allergic to that triggered the headaches. She was put on certain medications for a while, and then seemed to outgrow them for the most part.
I never realized this could happen to anyone~that a migraine could actually be caused by allergies...the following is an excerpt from a site that I found very interesting re allergies and migraine headaces.
"The same may be true for people who notice that certain smells provoke their migraine attacks. The sensory system of some patients with migraine will cause them to have attacks provoked by certain specific smells or lighting situations. When a true allergy exists to a compound in the air, the nasal or respiratory tissues react because of the white blood cells involved in allergy. This causes chemicals to be released that lead to the nasal congestion, drainage and sneezing which we typically relate to hay fever."
Teri 
If you'd care to read more go to;
http://www.headaches.org/consumer/topicsheets/allergy.html