Animal models of human disease have been extremely helpful both in advancing the understanding of brain disorders and in developing new therapeutic approaches. Models for studying headache mechanisms, particularly those directed at migraine, have been developed and exploited efficiently in the last decade, leading to better understanding of the potential mechanisms of the disorder and of the action for antimigraine treatments. Model systems employed have focused on the pain-producing cranial structures, the large vessels and dura mater, in order to provide reproducible physiological measures that could be subject to pharmacological exploration. A wide range of methods using both in vivo and in vitro approaches are now employed; these range from manipulation of the mouse genome in order to produce animals with human disease-producing mutations, through sensitive immunohistochemical methods to vascular, neurovascular and electrophysiological studies. No one model system in experimental animals can explain all the features of migraine; however, the systems available have begun to offer ways to dissect migraine's component parts to allow a better understanding of the problem and the development of new treatment strategies.