How does spin Hall effect happen? In the spin Hall effect, electrons with different spins accumulate in opposite directions without any external magnetic field. Broadly, the reason behind this is the spin-orbit interaction. But, the question is how? How does the spin-orbit interaction leads to this. A physical explanation will suffice.
 A: My usual disclaimer, you will get a better answer than this and I am writing it to learn about the effect myself, so please bear that in mind :)
My answer will be based around the similarities and differences between  the two "varieties" of Hall effect. It is also based, in part  on Wikipedia Spin Effect and the relevant  links from that page.
To start with what you probably already know:
The  Spin  Hall  Effect  results in the  aggration of  spin (the spin directions at one edge of a current carrying conducting material being opposite to the other edge). In most cases the current carrying conductor will be a wire, upon the surface of which the spins will wind around the surface. 

Image Source: Wikipedia Spin Hall Effect
The spin Hall effect is analogous to the  lines  of  the  magnetic  field  produced  by  the  current, with the  important distinction  that the  value  of  the  spin  polarization  is  far  greater  than  the  (almost ignorable ) equilibrium spin polarization in this magnetic field. The  degree of  polarisation on the boundary is (not surprisingly)  proportional to the current carried, and reversing the current "flips" the spins.
 
A further analogy can be made to the "classical"  normal  Hall  effect,  where  charges  of  opposite  signs accumulate, because of the Lorentz effect in a magnetic field.
A list of the difference between the accumulation of charge and that of spin;


*

*The spin polarization is found in layers, usually of the order of  $1  µm$, and is limited by spin relaxation. The width of the spin layer is dependent on the spin diffusion length,  as listed above. (In contrast to the normal Hall effect, which is associated with the much smaller Debye screening  length).  

*The spin Hall effect (SHE) does not require the presence of a magnetic field, in fact a $\overrightarrow B $ field orthogonal to the spin polarisation direction will remove the effect.
Coupling of spin and charge currents 
Although you ask for a physical (intuitive ) picture, please forgive  a little math for reasons of brevity. The coupling of the spin and charge currents can be linked as follows.
Introduce the  charge and spin flow densities, $q^{(0)}$  and $q_ {ij}^{(0)}$, (the $i $  index  indicates  the  flow direction,  while  the  $j $ indicates  which  component  of  the  spin  is  flowing) which would exist in the absence of spin-orbit interaction: 

where;
$µ$ is the mobility coefficient
$D$ is the diffusion coefficient, connected by the Einstein relation,
$n$ is the electron concentration
$E$ is the electric field, 
$P$ is the vector of spin polarization density 
The upper equation above is the usual electron  drift-diffusion formula.
By contrast, the second equation  describes polarized electron   spin current which may actually exist even in the absence of spin-orbit interaction, since  spins are transported  by  electron flow. The small  possible dependence of mobility on spin polarization is discounted in this example. The above equations will need to be modified for influences such as  a temperature gradient. 
Spin-orbit interaction couples the two currents and gives corrections to the values of the primary currents $q^{(0)}$  and $q_{ij}^ {(0)}$. For an isotropic material with inversion symmetry, we have:
 
Referring to the above equation,                                                                     where $q_{i} $ and  $q_{ij}$ are the corrected currents,
$ε_{ijk}$ is the unit antisymmetric tensor (whose non-zero components are $ε_{xyz} = ε_{zxy} = ε_{yxz} = – ε_{yxz} = – ε_{zyx} = – ε_{xzy} = 1$)
$γ$ is the small dimensionless parameter which is proportional to the strength of the spin-orbit interaction.  
The difference in signs in the above equations can be attributed  to the disimilar  properties of charge and spin currents w.r.t  time inversion.  So, for example, a $q_{xy}$ spin current will induces a charge flow in the $z$ direction $(q_z)$, and inversely; a flow of charge in the $z$ direction will induce the spin currents $q_{xy}$ and $q_{yx}$.
As a classical analogy,  this can be thought of in terms of the  Magnus Effect,  a spinning soccer ball will "stray" from its normal straight path in a direction dependent on it's sense of rotation. 
