Imagine you are living in Ancient Greece: toga, wine, etc. One day, you get a pounding headache and you just can't shake it. You can't exactly reach for a bottle of Advil, so what do you do? You put your sandals on and march to the physician Aretaeus of Cappadocia, who unleashes his trademark treatment.
'[Y]ou have to shave off the hair (which yet on its own is good for the head) and cauterize [burn] superficially down to the muscles. If you wish to cauterize down to the bone, carry it out at a site where there are no muscles. For if you burn muscles, you will provoke cramps. Some physicians incise down to the bone on the forehead along the border of the hair. They abrade or chisel the bone down to the diploe and let flesh grow over the place. Others perforate the bone down to the meninges. These are hazardous treatments. You have to apply them when the headache persists after all that has been done; the patient keeps courage and the body is vigorous'
Read the full story (including a few other bizarre historical headache fixes) at Mind Hacks.