It's true that cockroaches can survive without their heads, even for weeks. Scientific American's "Fact or Fiction?" columns delvers the science on this strange insect phenomena. From the article:
…Cockroaches do not have blood pressure the way people do. "They don't have a huge network of blood vessels like that of humans, or tiny capillaries that you need a lot of pressure to flow blood through," (University of Massachusetts physiologist and biochemist Joseph) Kunkel says. "They have an open circulatory system, which there's much less pressure in."
"After you cut their heads off, very often their necks would seal off just by clotting," he adds. "There's no uncontrolled bleeding."
The hardy vermin breathe through spiracles, or little holes in each body segment. Plus, the roach brain does not control this breathing and blood does not carry oxygen throughout the body.
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