Margot - Although in-camera is the easiest way, simple alternatives abound - even totally automated. Read about almost everything you want to know about multiples - including a Photoshop action to automate combining your exposures - in this post of mine -
Freeman Patterson was the first one I saw who did multiple images. I just love the effect. Just wish my camera could take multiple images on one frame but there are other way to accomplish this too. I must experiment sometime.