Migraine and cluster headache are common, episodic, often chronic and disabling disorders of the brain. Although there are many standard treatment techniques, none are ideal. This article reviews various novel pharmacologic and device-related treatments for migraine and cluster headache. Emphasis is given to recent advances in the development of monoclonal antibodies (mAbs) targeting calcitonin gene-related peptide (CGRP) and its receptor, including promising results from phase 2 trials studying the safety and efficacy of LY2951742, ALD403 and TEV-48125, three anti-CGRP mAbs. Other new pharmacologic treatments discussed include the 5-HT1F receptor agonist lasmiditan and glial cell modulator ibudilast. Also reviewed is neuromodulation for migraine and cluster headache, including promising recent results of randomized controlled trials studying sphenopalatine ganglion stimulation, trigeminal nerve stimulation, transcutaneous vagus nerve stimulation, and transcranial magnetic stimulation. Finally, we discuss patch, inhaled, and intranasal methods of triptan and dihydroergotamine delivery.