Migraines do involve the brain itself, apparently

In previous years, migraines were thought to be a disorder of the blood vessels.  More recently, it has been conceived of a response to pain stimuli, that is, dependent of structures outside the brain.

Positronic emission topography (PET) scans of patients experiencing the premonitory phase of migraine (before the headache actually sets in) shows that several areas of the brain are activated. This is significant, because "[b]efore this, all the imaging of migraine has been during the headache and the question has risen as to the degree to which what's happening in the brain is just a response to pain, or is something more fundamental, a part of the process of the migraine," said Dr. Goadsby, study author. "By studying the premonitory symptoms, you get rid of that question because these patients don't have any pain."

Further, a new literature review confirms that migraines are linked to structural brain changes (Warning! Fairly in-depth article that talks about parts of the brain etc.).  This challenges previously held notions that migraines are 'benign primary headaches', with no long-term consequences for the brain.  The analysis also showed that the association between migraines and these structural brain changes are stronger in those patients who suffer from migraine with aura.

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