What's the story behind the item Celty is looking for? I know Izaya 


   has her legitimate head, but how'd she lose it in the first place? She's also a Dullahan, so I don't understand why she even wants her head back?
Shinra's father stole Celty's head when she was asleep, and gave it to Yagiri Pharmaceuticals.  Celty wants her head back because it houses her memories.