Dear Cecil:
Can you in your infinite yet magnanimous wisdom explain something that's been troubling me for years? When pigeons bob their heads as they walk is it because their legs are connected to their necks or what?
Ñ Dennis A., Highland Park, Illinois

Dear Dennis:
Of course not. As any fool can see, a pigeon's legs are connected to its body--and it's a good thing, because the pigeon would look mighty funny if it were assembled according to the offhand anatomy you describe.
Basically the pigeon's back-and-forth head motion--not exactly a bob--helps it keep its balance when walking. The pigeon's legs are located pretty far astern, and if it kept its head forward all the time it would probably tip over. This would expose the pigeon to the ridicule of the community. Instead, what it does is move its chest forward in time with one leg, and its head forward in time with the other leg. Thus some weight is always trailing a little abaft the port beam, as we say. Many fowl have similarly peculiar gaits, because they cannot afford orthopedic shoes.

From The Straight Dope by Cecil Adams