Yes they do, or at least kind of do.
They move after decapitation in a kind of jumping-running-flapping motion, and can be seen in the videos getting out of containers, or traveling several dozen meters away.
Searching for "headless chickens run around" gives a bunch of YouTube videos. All depicting decapitated chickens running around, flapping their wings and jumping. Here are some examples:
**Caution: NSFW. Contains graphic content.**
* A decapitated chicken running around in the yard until finally succumbing
* A decapitated chicken jumps out of a bucket and running around until finally succumbing
* Shows the decapitation of a chicken and then the chicken jumps around, and another chicken decapitated and then flapping while it's held down