This has happened to my wife on a few occasions over the years.
She talked to her doctor about it, and her doctor said it was less a product of the actual orgasm, and more a product of her migraine head aches.
Do you get migraines?
I have suffered from this a few times and it is quite frightening the headaches are more painful than migraines,it is normally when it's a very intense and prolonged orgasm.
It is normal for some women.
I have heard of it ... you can google "headache with orgasm" or "headache upon orgasm" and will probably find a description of the phenomenon.