These have been cropping up more and more! Most are blue sharks, which is thought to be due to the large number of eggs (50+) each female produces each breeding season. Whether the cause of the two-headed babies is genetic or environmental is under both debate and study worldwide. Recently, a scientist working with one of the small shark species noticed a conjoined/malformed embryo inside an egg case (most of them are called mermaid's purses, and there are some WEIRD shapes), the first time one had been found in a species that produces encased eggs. Also real: the albino cyclops shark embryo:
http://tinyurl.com/zgbgyq3 found in a dusky shark several years ago off the Mexican coast.
It's gettin' WEIRD out there, and when the going gets weird the weird turn pro!