A systematic review of 31 trials looking at treatment of chronic headaches, including migraine and tension headaches, by acupuncture, medication, non-drug treatments and sham acupuncture, concluded that acupuncture was superior to both medication and sham acupuncture, in improving headache intensity, frequency and response rate.
(Acupuncture for the Management of Chronic Headache: A Systematic Review. Anesthesia & Analgesia, December 2008.)