It depends on what caused the headache ... but more water is always good.
Actually, when I was on the boat, before I had my migraines diagnosed, the doc told me to drink as much coffee as possible when the headache starts....since migraines are a vascular thing, the idea is that by ramping up the heart rate, it would slow down or stop the headache. It actually worked sometimes...of course I was bouncing of the bulkheads...