Just what is a cephalophore?
A cephalophore (from the Greek for "head-carrier") is a saint  who is generally depicted carrying his or her own head; in art, this  was usually meant to signify that the subject in question had been martyred by beheading. Handling the halo  in this circumstance offers a unique challenge for the artist. Some put  the halo where the head used to be; others have the saint carrying the  halo along with the head...
[A]n original, and perhaps the most famous cephalophore is Denis,  patron saint of Paris, who, according to the Golden Legend, miraculously  preached with his head in his hands while journeying the seven miles  from Montmartre to his burying place.  Although St Denis is the best known of the saintly head-carriers, there  were many others; the folklorist Émile Nourry counted no less than 134  examples of cephalophory in French hagiographic literature alone...

In Dante's Divine Comedy (Canto 28) the poet meets the spectre of  the troubadour Bertrand de Born in the eighth circle of the Inferno,  carrying his severed head in his hand, slung by its hair, like a  lantern; upon seeing Dante and Virgil, the head begins to speak... 
Aristotle is at pains to discredit the stories of talking heads and  to establish the physical impossibility, with the windpipe severed from  the lung. "Moreover," he adds, "among the barbarians, where heads  are chopped off with great rapidity, nothing of the kind has ever  occurred."