Do you think that a double exposure with a dslr is impossible?
Okay maybe, maybe not, but you can dupe every technology, even a digital camera.
You just need an obscured chamber or to put it simply, just turn off the light in your room! But before you do this, put your dslr on a tripod and set your camera for example at 20-30 seconds, aperture f16-22 and ISO 200. The next thing you need is a flash that you can trigger manually, for example a Metz Mecablitz 20BC6.
Okay the light is off, the camera is ready, the flash is in your hand.
But what is your motive, your scene?
At best you take a person, for example yourself and/or your girlfriend etc., because a moving motive is better.
For a double exposure you must fire the flash two times during the exposure period. For a multiple exposure certainly several times.
Here are five example pictures.
These pictures aren't photoshop sandwiches, they are digital double exposures!