I finally found head-on shrimp at the Vietnamese Supermarket on 11th & Washington. The only place I have ever been served head-on shrimp in a restaurant is Penang! (Once I got them at that seafood place in Ardmore....which were Vietnamese).
What's up with that? I am surprised more places in Chinatown or the Reading Terminal do not have this option.
Anyone know of any place else retail or restaurant. I know most people are squeamish, but come on.