I suffer migraines and also have been diagnosed with sleep apnea. My migraines, I am told, often result from tension in my neck and trapezius region which knot the muscles and restrict blood flow to parts of my brain. Sleep apnea can cause lack of oxygen to regions of the brain, as I stop breathing entirely for periods of time while I sleep.
Having more trouble with this lately, as I had a car accident last Nov which injured my neck, causing me to sleep more often on my back, which increases the severity of the sleep apnea! Also, used to be able to tell when a migraine was coming due to the neck pain an hour or two before it hit... now the pain is almost constant in my neck, so no help anymore there :(