More women suffer migraines than men and researchers believe it is related to hormonal changes. Migraine frequency decreases with high levels of estrogen. Some types of breast cancers appear to be related to higher estrogen levels as well.
In particular, migraine history appeared to reduce the risk of the most common subtypes of breast cancer: those that are estrogen-receptor and/or progesterone-receptor positive. Such tumors have estrogen and/or progesterone receptors, or docking sites, on the surface of their cells, which makes them more responsive to hormone-blocking drugs than tumors that lack such receptors.
To read more on this study that was funded by The National Cancer Institute, you can find it at the Fred Hutchinson Cancer Research Center.