Clients do not remove or block the headers.

It's just that some don't provide a convenient way of viewing it.

In particular, in many versions of M$ Outlook, the headers can be viewed by opening the message and going to "View->Options" on the menu, and look at the "Internet headers" section. (IIRC. If I'm wrong, someone please correct me, I don't use Outlook very often)

The ones you will be interested in is the "Received:" headers, which show the path of the message. Unfortunately it will only go as far as the IP address and/or hostname of the machine which sent it the first time. It does not identify the user who sent it.

However, if the message is illegal in your country and wasn't sent from abroad, the police will probably be able to force the ISP or instituion to reveal to them (not you) logs which will determine who did sent it, to prosecute them. However, unless they are the suspect ringleader of a kiddie porn syndicate, they will probably ignore it.