Natural remedies for headaches?

Does anyone have natural remedies for headaches that actually work?

I’m pregnant so can only take Tylenol which doesn’t seem to help me at all. And I’m sick of taking pills anyways. I have to take my prenatal’s, an iron pill twice a day, tums because my heart burn has been awful & Tylenol for headaches. But like I said Tylenol doesn’t seem to help so are there any natural remedies for headaches that are proven to work?