My housemate used to wear two headphones at the same time, so he could play video games + listen to music at the same time. He used earbuds for the music, and circumnaurals for the video game noises. He's seen here with the outer pair moved out of the way:
I took this pic when I was testing out a 50mm prime, using my external flash bounced off the ceiling. I got sick of waiting for him to remove two pairs of headphones when I needed to talk to him, so I built him a rig based on one of my old DJ mixers so he only needs one pair of cans now.
...oh, you weren't talking about wearing two sets of 'phones at once? Neevermiiiiind.