The present disclosure is drawn to methods for treating various types of pain, including pain associated nerve entrapment, neuroma, headaches, connective tissue, arthritis, injury, and/or overuse. Specifically, the method includes the application of an analgesic system to a skin surface of a subject experiencing the pain and maintaining the analgesic system on the skin surface for an application period of at least 30 minutes. Following the application period the analgesic system can be removed and the subject being treated continues to experience reduction of pain for a period of 2 to 10, or even 4 to 12 hours after removal of the analgesic system. The analgesic system applied to the skin surface can include a heating component and a local anesthetic formulation.