There are never any in nature.
Though horses are known to have
headaches.
This is because if you were to have a headache
in nature you would be eaten immediately,
and even if the odds of that are only 99%,
you will never have children with headaches,
so the ability to develop a headache would be lost in time.
This being the case,
it could not possibly have been created in the first place.
Animals are immune to headaches,
and
domestication breaks this immunity.