So basically what I can do with double exposure directly on film is something like this.
Lunar-eclipse-2004.jpg
With the technique Steve Smith has mentioned.
I guess I just have to give it a try some time and experiment. Right now I only have a 35mm SLR without the ability to develope or print. All I do is bring the film to a photographer and have it developed and printed.
I wonder what would be the outcome of a double exposure of the same scene, where one object is close and another object is far away. 2 exposures, 1 focussed on the close object, 1 focussed on the further object. I'm going to give that a try some time.

Thank you all for your information. Any fun experiments with double exposure is welcome.