Studies are currently under way to evaluate the efficacy of topical capsaicin in the prevention and relieve of cluster headaches. Capsaicin is the substance that makes chili peppers hot and in its purified form reduces certain types of pain when used over the course of a few weeks. It does this by depleting substance P, a neurochemical that transmits pain impulses to the brain.
Capsaicin cream is commonly used to treat muscle and joint pain, rheumatoid arthritis, fibromyalgia, and prutitis (itching) by applying to the skin. The treatment for cluster headaches involves applying the cream to the inside of the nose. This is, of course, incredibly uncomfortable to say the least. The fact that people would even consider this is attest to the intense pain that cluster headaches can cause.
The name brand, Zostrix is available over-the-counter. Please do not attempt to use intranasally without physician supervision.