It is generally accepted that one of the most common causes of headache is psychological malaise of one kind or another… The act of taking the pill is the expression of the wish that the symptom should be purely physical in origin, and therefore amenable, in theory, to the magic bullet of medicine. Hope springs eternal; and this explains why many people take pills for many years that, when asked about, they will quite happily admit do not work and have never worked.
This article in the Telegraph (h/t T. Digby) touches on the recent recommendation from Britain’s National Institute for Clinical Excellence that people should take fewer over-the-counter painkillers for every day headaches. Dalrymple doubts people will heed the NICE advice. He says people take painkillers for many reasons, and not all of them are rational: