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Several digital camera models have recently added a "double exposure" feature. It's one of those extras that 99% of photographers will use only once... and then forget about it. Here's how double exposures work:
In the days long before digital cameras, double exposures were most common when someone forgot to advance their film. When the same frame of film was exposed twice, a double exposure resulted.
As cameras developed, the shutter was often linked to the film advance, which made this mistake nearly impossible. But some folks - pros and creative types - wanted to be able to make double exposures.
That's when SLR manufacturers introduced a button that, when depressed, allowed the shutter to be cocked, but the film didn't advance. This feature was found mostly on higher-end cameras.
Then came digital, and the entire formula changed. That's because there's no film to expose or advance. When a digital camera takes a shot, the image is immediately stored on the camera's memory card. With digital, you can't make a true double exposure.
Digital pros use their photo software - typically Photoshop - to create virtual double exposures. They simply "sandwich" two different images together. (This is something photographers did with slides and negatives for many, many years beforehand.) Combining images digitally offers the advantage of complete control - so the image always looks the way the photographer wants it to.
The double exposure feature on newer digital cameras simply does in-camera what digital pros have been doing with their software: it combines two digital images into one.
But the bottom line is that in-camera double exposures don't offer the creative control that your photo software does. If you're interested in creating "double exposure" effects, you'll be better off doing it on your desktop than in your camera.