There is a high level of comorbidity between migraine headaches and depression. The consistent reports of this association raise the question of whether this combination of disorders results in a syndrome that is distinct from the 'pure' forms of either disorder. Using data from Wave III of the Baltimore Epidemiologic Catchment Area Study (ECA), we found that migraineurs were more likely to endorse depressive symptoms, but did not differ in the profile of symptoms. We next examined whether the natural history of depression differed in migraineurs as opposed to non-migraineurs by using data obtained from Waves I, III, and IV of the Baltimore ECA. We found that migraineurs have an overall younger age-of-onset of their first depressive symptom, specifically suicidal thoughts or actions, and a longer prodromal period between the first symptom and the onset of major depression. The incidence rate of major depression was doubled among migraineurs as opposed to non-migraineurs; however, the pattern of onset in terms of age was not significantly different. Using information from Waves III and IV of the Baltimore ECA, we found that migraines were significantly associated with less decline over time on immediate and delayed memory measures, as well as the MMSE, in individuals 50 years of age or older. However, a comorbid history of depression did not modify this relationship. The final analyses used data from Waves III and IV of the Baltimore ECA to examine the association between polymorphisms in the serotonin transporter (5HTT) and the MAO-A gene and migraine headaches, and whether a comorbid lifetime history of major depression modified this relationship. We found that there was no relationship between migraine headaches and the 5HTT restriction length polymorphism. However, there was a relationship between migraine headaches and the upstream MAO-A variable number of tandem repeat, which was modified by the comorbid presence of major depression. In conclusion, these studies suggest that the comorbidity of migraines and depression may form a syndrome that differs from the 'pure' forms of either disorder.