In the initial assessment of a headache patient, several dangerous secondary etiologies must be considered. A thorough history and physical examination, along with a comprehensive differential diagnosis may alert a physician to the diagnosis of a secondary headache particularly when it is accompanied by certain clinical features. Evaluation and workup include a complete neurological examination, consideration of neuroimaging, and serum/spinal fluid analysis if indicated. Careful attention to the patients’ history and physical examination will guide the diagnostic work-up and management. In this review, we summarize the diagnostic workup of various primary and secondary headache etiologies. Although most headaches are primary in nature, it is essential to screen for headache “red flags”, as they can suggest life threatening secondary etiologies. When secondary causes are suspected, appropriate neuroimaging can further differentiate the underlying cause. The appropriate imaging is dependent on the most likely secondary etiology, which is deduced from history and physical examination. When no red flags are present, primary headaches are more likely. These can be differentiated by frequency, location, duration, triggers, and presence of aura. The different clinical presentations for secondary headaches, as well as the distinguishing features for primary headaches are outlined in this review.