What is the name of the sean connery movie where he gets his head cut off with a sword and puts it back on.

Highlander (1986) - IMDb

Or perhaps
http://www.rottentomatoes.com/m/sword_of_the_valiant/

Another movie that comes to mind is Highlander II where Connery's character comes back to life. Highlander II: The Quickening (1991) - IMDb

Sword of the Valiant: The Legend of Sir Gawain and the Green Knight (1984) - IMDb

From IMDb review:
"Sir Gawain and the Green Knight" is a late 14th-century Middle English chivalric romance. It is one of the best known Arthurian stories and is of a type known as the "beheading game". The Green Knight is interpreted by some as a representation of the Green Man of folklore and by others as an allusion to Christ.. . It describes how Sir Gawain, a knight of King Arthur's Round Table, accepts a challenge from a mysterious Green Knight who challenges any knight to strike him with his axe if he will take a return blow in a year and a day. Gawain accepts and beheads him with his blow, at which the Green Knight stands up, picks up his head and reminds Gawain of the appointed time.

Here's the scene on YouTube:
https://www.youtube.com/watch?v=6BrwSroSCvE