Combining two or more separate exposures can create interesting effects.
You can add the moon or stars to an empty night sky, for example, or show the same subject two or three times in the same scene. Multiple exposure effects can also be created from any EOS camera and any selected image using the 'Compositing tool' in Digital Photo Professional (DPP).
The EOS-1D X, EOS 5D Mark III and EOS 6D let you shoot several images and then merge them into a single final image. There are lots of options. You can shoot between two and nine images for the multiple exposure. You can choose to save all the images taken, or just the final image. And you can choose the way in which the images are merged - all three of the models above offer Additive and Average whilst the EOS-1D X and EOS 5D Mark III also provide Bright and Dark.
Additive merges the images cumulatively. This will usually give a dark image, so negative exposure compensation is recommended: -1 stop for two exposures, -1.5 stop for three exposures, -2 stops for four exposures.
Average applies negative exposure compensation automatically, based on the number of shots taken.
Bright/Dark compares the brightness (or darkness) of the first image with that of subsequent images. The bright (or dark) part will be left in the image. Colours might be mixed, depending on the brightness (or darkness) ratio of the compared images.
If you shoot multiple exposures in Live View, you can see how each image merges while shooting.
This tutorial gives a good start into understanding the exposure capabilities of your EOS. If you would like to know more about your camera, Canon Professional Network (CPN) offers a huge resource of information. Discover more here.