Yes, they do, very much. And they seem to be getting worse these past few months. The only thing that has worked for me is Pamprin. Or a nice dose of codeine. Or a few of shots til I pass out.
If you know when it's about that time - like you have PMS - start taking Motrin regularly a day or two before you start, then continue through the first day or two. A lot of times that will tame the beast.
Midol - always worked for me. If I didn't get to the Midol soon enough though - I was in for HELL! I'm so glad I don't have to deal with that junk anymore!