Headaches are universal experiences and among the most common disorders. While headache may be physiological in the acute setting, it can become a pathological and persistent condition. The mechanisms underlying the transition from episodic to chronic pain have been the subject of intense study. Using physiological and imaging methods, researchers have identified a number of different forms of neural plasticity associated with migraine and other headaches, including peripheral and central sensitization, and alterations in the endogenous mechanisms of pain modulation. While these changes have been proposed to contribute to headache and pain chronification, some findings are likely the results of repetitive noxious stimulation, such as atrophy of brain areas involved in pain perception and modulation. In this review, we provide a narrative overview of recent advances on the neuroimaging, electrophysiological and genetic aspects of neural plasticity associated with the most common forms of chronic headaches, including migraine, cluster headache, tension-type headache, and medication overuse headache.