I know someone who is currently studying for two PhDs. The disciplines are related and they come together in his research (Chemistry and Physics) and initially, he was in just one program but somehow managed to find an opportunity for funding in another department so basically he applied and extended part of his research to a second project. So in the end he will end up with two dissertations, one funded and one not funded, which address two related subjects but are sufficiently different.
I am not sure how usual this is though, and I think it depends a lot on how much supervisors are willing to do it.