I haven't seen it (and don't really have any urge to), but a little tinkering with a Google search reveals that it is probably a movie called "DEAD ALIVE (aka BRAINDEAD)".
A quote from this page (
http://www.joblo.com/deadalive.htm)is what tipped it off.
Quote:
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The screaming woman who gets a fist right through the back of her head and out her mouth. It's just such a funny movie. It keeps you laughing
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Hope that helps.
