multiple exposures are more commonly known to film, but a lot of DSLRs have the capability to do them in-camera these days. you can also achieve a similar look using photoshop and blending layers, but i think composing it in-camera gives the image a better feel.
i'm just now beginning to play around with the technique in DSLRs, but i really like the look i achieved with multi-exposing a photograph of my dog angus and another photograph of some reeds just outside of forney lake in iowa.
i am going to keep working with it.