The University of Wisconsin Medical School have an online video series that shows a dissection of a human body, including special sections on the brain and spinal cord, all expertly narrated by the professors in the department.
There is no better way of learning anatomy than seeing a dissection for yourself (I have fond memories of passing round a freshly removed circle of Willis with my fellow MSc students) and the online video series is an excellent introduction.
The first thing you notice is how some parts of the dissection process are so undelicate. The body is very strong, and it can take quite some force to remove certain parts.
In the brain dissection, the anatomist has to use some significant leverage (and a surgical chisel) to separate the skull from the dura mater – the tough plasticy sheet covering the brain.
The dissection itself is quite medical, in that it tends to focus on the gross (large scale) anatomy of veins, arteries and cavities, rather than on the sort of areas of most interest to cognitive neuroscientists – mainly the internal structure of the cortex.
Nevertheless, if you want a good ‘rough guide’ to the brain, this is as good a place to start as any.