Works really fast for a lot of people.

This has to be done by someone else: start in the hairline by the forehead. Grab with the tips of thumb and forefingers a small bush of hair, close to the scalp, and yank. Pull hard enough but don't overdo it like pulling out hairs. Yank every bush only once, work quickly. If you do not take the bushes too small it will not hurt, but if you make them too big it works less well. About a square inch of scalp per bush at most. Work backwards over the top of the head to the neck, then do the sides. If it feels good but the headache is not gone yet, you can repeat the process.

Here are two different things you can do for yourself:

First you feel for the edge of the cranium in the back of the scalp just above the hairline. This is where the tendons are that attach your neck muscles to your skull. They are shaped like an arc beside the top of the neck muscle.
Press upwards against them and make small rotating motions along the arc. Do this pretty hard, first one side than the other, for a few minutes.

Stick the tip of your outstretched index finger in the hollows behind your earlobes and exert some pressure for a count of five. Release.

Would love to hear if anyone tries them and what you think.