Here is a clip from a documentary on Abigail and Brittany Hensel, who are dicephalic conjoined twins, which as you can see, means they have separate heads but share a body. From Wikipedia:
Each of the twins manages one side of their conjoined body, controlling her own arm and leg, and receives no sensation from the other side. Yet, by coordinating their efforts, they are able to walk and run normally. They enjoy hobbies and sports including volleyball, basketball, kickball, swimming, cycling, and singing. They also play the piano and are avid computer users. Like many teenagers of their generation, they enjoy softball, digital photography, internet, social networking, and talking on the telephone. In school, both twins love to talk, though Abby is more extroverted while Brittany is introverted. Despite sharing a body, the twins have different tastes in food and clothes. Some of their clothes are altered so that they have two separate necklines in order to emphasize their individuality. According to the TLC documentary in 2006, they negotiate what they will wear each day. They will usually have separate meals, but sometimes will share a single meal for convenience sake (e.g. each takes a bite of a hamburger).
Looking at the girls, you can literally see that they are the product of a zygote which did not successful divide - the bits that were going to make heads did, but the bits that were going to make legs etc, didn't. Since they have two heads, the girls don't really tell us much about consciousness, although the case is a striking example of the failures that can occur during development. A final thought: I guess they don't ever get lonely.