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If you have a sagging fabric headliner that has a firm fiberboard backing behind it, a few specially-designed decorative-head screws can quickly and cheaply reattach it. See the Auto Barn link, below, for that.
But sometimes there's nothing solid above the headliner -- only deteriorating foam or fiberboard. Then it's time to replace the whole thing.
In between, there are adhesive sprays that are meant to let you re-glue the headliner to whatever's above it. I've seen a LOT of problems reported on the car newsgroups with this approach, mainly with the glue failing on the next hot day. It will probably work if whatever you're re-gluing the headliner to is in good shape. If not, don't even try it if you've got a large area to re-glue. For a small flap, fine. But not for large areas.
Here are a some different kits and supplies that will let you handle the whole range of repairs: