With the announcement of Canon's new EOS 1Dx, both Nikon and Canon have DSLRs with the ability to shoot multiple exposures. I don't own any of these, but when I shot film SLRs, I used to love multiple exposure photography. Even without a DSLR, you can duplicate the effect of multiple exposures with Photoshop. I like to do multiple exposures in two ways. First, I rotate the camera between exposures (above). With the photo above, I rotated the camera 10 degrees between exposures, so that I started horizontally and ended vertically. And second, I'll move the camera up/down or left/right between exposures (below).
(panning up between exposures)
If you have a camera that can shoot multiple exposures, here's how you do it. Check your camera manual to find out how to activate multiple exposures on your camera. You'll need to underexpose each exposure to compensate for the other exposures. For a double exposure, you underexpose each exposure by 1 stop. For 4 exposures, you under expose each by 2 stops. And for 8 exposures, you underexpose each by 3 stops.