Just last week I had a conversation with a newspaper client about this subject, SEO in headlines. From the cnet article:

In November, Nielsen/NetRatings ranked Boston.com, the sister Web site of The Boston Globe, as the fourth-most trafficked newspaper Web site in the country, even though its print circulation is ranked 15th by one audit bureau. "We're regularly beating the bigger boys, like the Chicago Tribune and The Wall Street Journal...and part of the reason is SEO," said David Beard, editor of Boston.com and former assistant managing editor of its print sibling, The Boston Globe.

Obviously there is one type of headline writing for print, but too many newspaper content management systems just copy over the same headline for the web edition. Scrap those 'attention grabbing' headlines and put in some relevant keywords. Trust me it will pay off in a few days/weeks/months.

Of course if you're burying your content behind a pay wall then don't bother.