In India, there was a baby girl born with two faces. Nothing in this article says anything about siamese twins. It sounds more like the zygote started to split and then stopped. Luckily for this child, many people in India are seeing her as a goddess.
http://news.xinhuanet.com/english/2008-04/09/content_7946470.htm
http://news.xinhuanet.com/english/2008-04/09/content_7946470.htm