We analyzed our experience with cough, exertional, and vascular sexual headaches, evaluated the interrelationships among them, and examined the possible symptomatic cases. Seventy-two patients consulted us because of headaches precipitated by coughing (n = 30), physical exercise (n = 28), or sexual excitement (n = 14). Thirty (42%) were symptomatic. The 17 cases of symptomatic cough headache were secondary to Chiari type I malformation, while the majority of cases of symptomatic exertional headaches and the only case of symptomatic sexual headache were secondary to subarachnoid hemorrhage. Although the precipitant was the same, benign and symptomatic headaches differed in several clinical aspects, such as age at onset, associated clinical manifestations, or response to pharmacologic treatment. Although sharing some properties, such as male predominance, benign cough headache and benign exertional headache are clinically separate conditions. Benign cough headache began significantly later, 43 years on average, than benign exertional headache. By contrast, our findings suggest that there is a close relationship between benign exertional headache and benign vascular sexual headache. We conclude that benign and symptomatic cough headaches are different from both benign and symptomatic exertional and sexual headaches.