well, sweating for one thing I am guessing helps rid your body of some of the toxins....still in your system....
a lot of guys I know who worked construction would go to work in 100 degree weather and sweat it out, feel better by lunch time...
lifting/exercising also stimulates natural endorphin release....
If I was severly hung over.....forget it...but being moderately hung over, I will often try to get my ass to the gym.