Vascular changes during spontaneous headache attacks have been studied over the last 30 years. The interest in cerebral vessels in headache research was initially due to the hypothesis of cerebral vessels as the pain source. Here, we review the knowledge gained by measuring the cerebral vasculature during spontaneous primary headache attacks with the use of single photon emission tomography (SPECT), positron emission tomography (PET), magnetic resonance imaging (MRA) and transcranial Doppler (TCD). Furthermore, the use of near-infrared spectroscopy in headache research is reviewed. Existing TCD studies of migraine and other headache disorders do not provide solid evidence for cerebral blood flow velocity changes during spontaneous attacks of migraine headache. SPECT studies have clearly shown cortical vascular changes following migraine aura and the differences between migraine with aura compared to migraine without aura. PET studies have shown focal activation in brain structures related to headache, but whether the changes are specific to different primary headaches have yet to be demonstrated. MR angiography has shown precise changes in large cerebral vessels during spontaneous migraine without aura attacks. Future development in more precise imaging methods may further elucidate the pathophysiological mechanisms in primary headaches.