The reason multiple exposure is not a function supported by digital cameras is that as soon as the exposure is made the image is processed, and moved to storage - nothing remains to add another exposure on top of the first. And doing muliple exposures is incredibly easy in Photoshop, simply open an image and select All, use the Edit command Copy, open another image and the Edit command Paste. Then with the options available in Layers you adjust and configure how the two layers blend together to produce an ideal "double exposure", or to use the digital jargon "compositing".

Double or multiple exposures are possible with certain dSLR's; instead of processing the information after the first shot, more exposures are made before final processing. If I am not mistaken, the Nikon D80 or D200 have this feature. How useful this feature is is debatable; multiple shots are easily combined in Photoshop or other editing programs.

Frans Waterlander

There are no Canon DSLRs with the feature. Which is a bit interesting given that Canon was known for having the best multiple exposure feature in its film SLRs. My old EOS 620 even has it, up to 9 exposures before having to reset.

One or two Nikons have it and a couple of the new Pentax DSLRs have it. I expect that it's not in more DSLRs because with the digital darkroom being so ubiquitous now, people are going that route rather than doing it in camera. I still do it in camera.

To do it in PS you need to use layers. It's not as easy as one would think and does take a fair bit of practice get it right. Orton-style images are easier. True multiple exposures are more difficult. Here's an example of a zoom multiple.

I took the original image and copied onto a new document. Then, I resized the original successive times smaller and copied and pasted the smaller image into the new document. I set the feather radius to 20 and used the Rectangular Marquee to select just inside the borders of the image so I could feather it. Once all the layers were in the new image, I set the blend mode of each layer to Soft Light and adjusted the Opacity of each layer to suit. This is a very simple one. If you wanted to offset the different layers that may take a little more work.

Personally, I prefer to do it in camera. I've never been able to get the same look doing it digitally (but then my editing skills aren't that great either).

EDIT: OK, why isn't the image showing up? What gives? Try copying and pasting the link into your browser I guess.

Here's another with the blend mode set to Lighten on all but the bottom layer. Slightly different result. Which is preferable is a matter of personal opinion and intended result.

EDIT: OK, what the hell. I edited this once to take out the extra characters that Flickr puts in and come back to find it's messed up again. And why the hell isn't my signature showing up? Damn this digital crap!

Thank you all for taking the time to reply. You answered my question in that A.) it can't be done in camera and B.) it can be done in PS. I'll tinker and see what I can accomplish. Keep your fingers crossed.

Thanks again,
Jim

There is a great series of books that deal with multiple exposure or otherwise called compositing or photomontage, titled How To cheat With Photoshop: The art of creating photorealistic montages - updated for CS2 (Paperback)
by Steve Caplin (Author) "THE TECHNIQUES described in this book assume you have a reasonable working knowledge of Photoshop..." , available on Amazon.com - very reasonable and highly rated.