Yes there are! There are two conjoined twins named Abby and Brittany Hensel. They have to learn to walk and clap together, because they have separate heads but one body. It must be hard to swim like that!
There were two babies who were conjoined twins, but last year they were separated, so they are no longer conjoined. Their names are Abdullah and Salman. People called them the Saudi conjoined twins.
So, there are a few conjoined twins in the world, but it is rare.