Management of headache disorders, a leading reason for neurologic outpatient visits, is often difficult. In this article, the authors summarize and categorize the common reasons for treatment failure leading to referral to subspecialty headache centers. They have grouped these treatment failures into five broad categories: 1) the diagnosis is incomplete or incorrect; 2) important exacerbating factors have been missed; 3) pharmacotherapy has been inadequate; 4) nonpharmacologic treatment has been inadequate; 5) other factors, including unrealistic expectations and comorbidity, exist. The authors present an orderly approach to treatment failure to assist neurologists in managing difficult patients. Most refractory headache patients have a biologically determined problem and can be helped by accurate diagnosis or effective treatment. Persistence in treating these patients can be very rewarding. The authors provide a checklist intended to facilitate the management of refractory patients.