In looking at the user manual for a Nikon D7000, I see that the camera can create multiple exposure images (where more than one image is exposed into the same frame) in-camera. I don't recall ever hearing that was possible with my previous DSLRs (which have all been Canon).
Do any Canon DSLRs offer the ability to do multiple exposures?
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To get this shot I tripod mounted and took lots of photos during the parade. I then picked the ones I wanted ghosted, and brought them into photoshop, carefully pixel aligned them, and then played with the transparency slider on each layer.