"Correlation is not causation" but this is the first time I've seen some hard data linking the two. I'm still looking for some explanation of the mechanisms which may lead to this link.
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Headache. 2009 Oct 5. 
Cluster Headache As the Result of Secondhand Cigarette Smoke Exposure During Childhood.

Rozen TD.

From Geisinger Medical Center, Department of Neurology, Wilkes-Barre, PA, USA.

Unique to cluster headache (CH) compared with all other primary headache conditions is its association with a personal history of cigarette smoking. Studies have indicated that greater than 80% of CH patients have a prolonged history of tobacco usage prior to CH onset. How tobacco exposure can lead to CH has not yet been elucidated. As secondhand smoke exposure during childhood has been linked to multiple medical illnesses could CH also be the result of childhood exposure to tobacco smoke? The United States Cluster Headache survey is the largest survey ever done of CH sufferers living in the United States. The survey addressed various clinical, epidemiologic, and economic issues related to CH. Several survey questions dealt with the issue of personal and parental smoking history. Results from the survey suggest that CH can result from secondhand cigarette smoke exposure during childhood as greater than 60% of non-smoking CH patients had parents who smoked. Strengthening the probable association between secondhand smoke exposure and the development of CH is the fact that double the number of survey responders developed CH at or before 20 years of age if during their childhood they lived with a parent who smoked cigarettes.

PMID: 19804394 [PubMed]