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About four per thousand human pregnancies produce identical twins. Identical twins ("Monozygotic Twins") develop in three very different ways, which are distinguished based on whether the two embryos
~ 65 % share their chorion, but each is inside its own amnion, ~ 31 % are each inside a separate chorion and a separate amnion.
Share their chorion, but each is inside its own amnion, Two inner cell masses inside one trophoblast Each inside a separate chorion and a separate amnion. Two primitive streaks on one inner cell mass
Only for this third form of twinning is there danger (possibility) that some parts of the twin's anatomy will be part of both their bodies (conjoined twins = so-called "Siamese twins"). Only a small minority of twins formed by two primitive streaks on the same inner cell mass are conjoined; but none of the identical twins formed in the other two ways are ever conjoined. Some very good embryologists (Lewis Held) visualize conjoined twinning as separate bodies forming, and then somehow getting merged. My interpretation (what I was taught) is that the same mass of cells gets subdivided into the organs of two bodies (as if two pots were molded from the same piece of clay, would be a possible analogy. I would appreciate being e-mailed any better analogy you can think of.)
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