The spectra of many massive binaries show secondary line depths that are deeper when the secondary is approaching, a phenomenon we refer to as the Struve-Sahade effect. Such systems are expected to contain colliding stellar winds, and we show how the X-ray flux from the bow shock that wraps around the secondary will preferentially heat one hemisphere of the secondary. If the bow shock suffers any significant Coriolis deflection due to orbital motion, then the heated surface of the secondary will be best seen during orbital phases of secondary approach. We present model calculations for the system AO Cassiopeiae that illustrate how the secondary's light curve appears brighter during these orbital phases (as observed). We find that the model profiles of spectral lines that are insensitive to or that strengthen with heating will appear deeper when the secondary is approaching, but the same heating effects may be nulled or even reversed in lines that weaken with increased temperature. This differing response of lines to heating may be at odds with reports of systematic deepening of UV and optical lines, and thus the connection between such heating and the Struve-Sahade effect needs further observational and theoretical investigation.