I was told I was having tension headaches and was given narcotics from my pcp and the ER doctor. Took a few didn't go away. What do I need to do now?

Anti-inflammatory. Search secondary causes like sleep disorders, tmj try naproxen, motrin, or anaprox-- try sedating muscle relaxant like flexeril toredol, amitriptylline relaxation techniques, biofeed back, acupuncture make sure to get dr evaluation, he may find other contributing factors.
Get referral. Narcotics rarely help tension headaches. Muscle relaxants, heat massage, pt are much more useful.