TheBrainFreeze.com is a website dedicated to ‘ice cream headaches’, a condition sometimes known as ‘brain freeze’. It hosts a short yet strangely compelling movie of people causing headaches in themselves with slushed ice drinks.
A 1997 article in the British Medical Journal explained why cold things cause headaches, and describes some good old-fashioned self-experimentation in the service of science.
Experimenting on himself, Smith characterised the features of the headache. Applying crushed ice to the palate, he found that ipsilateral temporal and orbital pain developed 20-30 seconds later. Bilateral pain occurred when the stimulus was applied in the midline. The headache could be elicited only in hot weather; attempts to reproduce the pain during the winter were unsuccessful, even with use of a cold stimulus of the same temperature.
Luckily for ice creams fans, the article shys away from medical scaremongering, recommending that “ice cream abstinence is not indicated”.
Link to TheBrainFreeze.com
Link to BMJ article on Ice cream headache.
Mind Hacks 
Brainfreeze video
One time while driving I drank an iced coffee concoction too quickly and experienced the worst brainfreeze of my life. My wife was scared that I was going to crash into someone. I, on the other hand, was afraid I was going to die. Thinking about it now…
Before my wife had a fibrous dysplasia of bone removed from her clivus– it was pressing on the brain and causing nasty headaches, among other problems– she was able to get relief from the headaches by drinking frozen drinks fast enough to induce brain freeze. A neurology resident said that this made sense; if I recall the explanation correctly, it was overloading the nerves enough that they stopped transmitting pain signals and gave her a brief respite. Our blender saw a lot of use around that time.
Brain Freeze
A guy asks people at 7-Eleven to give themselves an ice cream headache by chugging their slurpee while he films it.