Well, in most cases it is normal and temporary and in some cases it is a sign that the person needs some medical investigations. During orgasm you usually have contractions all over your body that would cause temporary tension in your neck and head, this could be one of the causes for what you are experiencing. Also, temporary high blood pressure, lack of oxygen (usually you tend to take short breath when experiencing orgasm) could lead to headaches too, headaches of this type could be like the ones you get from exercising. I suggest that you discuss this with your primary care physician just to be on the safe side, because the kind of headache you experience can be a sing of being prone to certain medical conditions (e.g. migraine or epilepsy). The good news is that there are drugs that are evident to be effective for this kind of headache if taken 30 minutes before sex so you can discuss this with your doctor too. You can read more on orgasm and headaches in our book: Orgasm Answer Guide by John Hopkins University Press, which is more than 80 Q and A’s about orgasm (page 68 and 69).