First of all, it is important to remember that the brain itself does not feel any pain. This is why you can have brain surgery with the patient fully awake at times. The pain you feel is, most times, generated by muscles in the area around your head that have become tense, tight or inflamed and the nerves are responding to this.

Headache Over The Counter (OTC) medications, like Advil, are NSAIDs (Non-steroidal Anti Inflammatory Drugs). While part of their makeup is geared to target the pain receptors in the nerves around the muscles, they do not target only the muscles in your head. They target your entire body. At the same time, they work to relax (anti-inflamate lol) the tight muscles in your neck or head. You experience this as your headache going away. The effect can be subtle and takes time to fully manifest. This is why it takes approx 30 mins for the pill to make your headache go away after taking it.

A stubbed toe is a far sharper pain that is more localized and sudden, unlike a headache that covers a wider area, and the pain receptors are firing off a message to your brain to indicate this. The chemicals used, though similar, are interpreted differently. The signal does not say "my muscles are tense". It says "danger!"

Imagine your headache is a steady rain and Advil is an umbrella. Your stubbed toe is a tornado. The umbrella will still bring some protection in the tornado, but it is woefully inadequate compared to the severity of the wind.

Lastly, there ARE medications that would make you not feel any pain under such circumstances, but they are generally controlled substances ;-) Your body can also dump adrenaline (if it senses a life or death situation) and you will not feel pain at all for a while until the scenario is resolved one way or the other.

PRO TIP: If you have a headache and no Tylenol/Advil, run your fingers through your scalp. Dig in and there will be one spot that hurts more than the rest of your scalp. Take two or three fingers and push hard and in circles. Massage that muscle knot. Your headache should fell less painful or go away altogether after 5-10 mins.