More traditional ways include

Relieve the suffering of a migraine by taking a bag of frozen peas and place them under your head, on your neck of  the side that the pain mainly occurs. This will help relax the neck muscles and constrict the nerves. This will also massage your neck as the peas are defrosting.

In the opposite way you can also get relief from migraines by taking a hot shower. Whilst in the shower put your head, or at least the back of your neck, under the running water. This helps to expand the blood vessels that are constricting and let more blood flow.