High altitude residents (years) have reported mild cold or flu or allergy like symptoms due the increased moisture payload of the thicker air at sea level.  Most symptoms subside in a relatively short (weeks) period.  (Of course there are edge cases where the only relief is gained by going back to the thinner air.)

Similar symptoms have resulted when someone goes from a cold and dry environment (polar mountains) to a hot and wet environment (tropical coastline.)

At very high pressures (2+ bar) you might look at the following:
Nitrogen Narcosis http://en.wikipedia.org/wiki/Nitrogen_narcosis 
 
Of course anyone moving from the high pressure back to the low pressure will have to be cautious about decompression sickness.

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On Thursday, April 17, 2014 3:24 PM, David Shaw <dj.shaw@btconnect.com> wrote:
I think I understand the physiological effects of moving from an
atmosphere that you're adapted to to a thinner one (hypoxia, pulmonary
oedema and so on)  but what would be the physiological effects, if any,
of the opposite, moving to a thicker atmosphere than the one you're
adapted to?