When I was younger I had a really debilitating, violent cough for months and they couldn't find anything wrong with me. In the end they stuck a camera into my lungs, found that it had just remained inflamed from a previous infection even though the infection had long been cured. Cleared it up in no time with erythromycin.

I haven't experienced any immune system problems since my head injury, if anything I am healthier in other ways (due to my obsession with living healthier in order to get better I guess).