I've seen pictures of two-headed turtles and snakes, and occasionally a conjoined cat or furry mammal, but wasn't expecting to see it in a large creature like a whale. These twin gray whales were found conjoined in Baja California, but it's unclear if they were born stillborn or may have survived a few hours. They are pretty crazy to look at. I bet this happens more in nature than we think, but humans just never encounter the developed animals like they did in this case.
http://www.grindtv.com/outdoor/nature/post/conjoined-gray-whale-calves-discovered-in-baja-california-lagoon-find-could-be-a-first/
http://www.grindtv.com/outdoor/nature/post/conjoined-gray-whale-calves-discovered-in-baja-california-lagoon-find-could-be-a-first/
Photo credit: Jesus Gomez