Answer:
I am the noise Santa's reindeers make
Physicists have built devices to move me very fast. My last seven letters can be commonly found in newspapers magazines and journals.
I can fall off a building and live but in water I will die.
When I am caught I am thrown away. When I escape you itch all day.
They took me from my mother's side where I was bravely bred and when to age I did become they did cut off my head. They gave to me some diet drink that often made me mad but it made peace between two kings and made two lovers glad.
I never sleep yet sometimes I weep. I can get angry or just be happy. Wherever you go, I will follow. No matter what you do, I will be there. I cannot die. What am I?