I just saw this indie movie from 1999 on HBO.

"The film portrays the lives of shy conjoined twins Blake and Francis Falls, who take residence in a rundown hotel to hopefully reunite with their estranged birth mother; secluding themselves from the outside world. They find their gateway to the outside world through an eccentric young prostitute named Penny. They agree to attend a Halloween party with Penny and pretend to be wearing a "Siamese Twins" costume. The rest of the movie involves the brothers dealing with Francis's health problems, the changing relationship between the brothers, and Blake's budding relationship with Penny."

It was really sweet, had cute humor, and I may or may not have cried a little. A pretty good drama. I suggest you rent it.