You show a 17" Forgetful Frankie. You explain that Frankie is a very level-headed individual who is actually sewn together from many individuals.
You explain to the kids that he's very forgetful. In fact he would forget his own head if it wasn't bolted on! To demonstrate, you unbolt his head from his body. The first bolt makes a loud cranking noise, so does the second, but then ouch! there's a huge shower of sparks!
The kids wil scream. Place Frankie's head in his blankie. Sure enough, his head vanishes only to be replaced by a small balloon. Blow up the balloon, draw a face, and place it where his head was. Have the kids make noises like thunder and lightning.
Suddenly, the balloon pops show that Franke's head is back where it belongs!