I understand modern computers have modified Harvard architectures.

Can the fact that they can read instructions from somewhere other than where they hold data allow them to fetch instructions directly from ROM chips? Do they load the BIOS to RAM first, or do they execute it directly from the chip? I don't have a computer I can open nearby, so... If I remove ALL the RAM from the memory slots, will the computer be able to start the full BIOS, run the POST stuff and tell me I need RAM? It's funny I've never tried it...

EDIT: my intention with this question is to learn whether commercial CPUs (or at least intel cpus) can execute code directly from ROM. It's not for practical purposes, it's to increase my understanding of computer architectures and stuff. The removing-RAM-part is not my main doubt, just an example