This technique is used to play chords in classical music, and is used, to varying degrees, in fiddle playing.
American old-time fiddling, for example, is famous for using copious double stops; according to one hypothesis, this tendency might have its roots a similar tendency found in Northern Ireland, which is where many of the Scotch-Irish ancestors of current old-time players originated.
In Irish traditional music, double stops are most commonly used in the (very old) Donegal fiddle tradition--and Donegal is in northwest Ireland (not to say Northern Ireland, the political region partly controlled by the UK, however).
Double stops can also be played on guitar by fretting two strings at the same time. It is a technique that, at its simplest, is used by beginning guitarists to sound somewhat competent. Possibly the most famous use of the double stop in early rock and roll was the sound popularized by Chuck Berry. An example would be his recording of Johnny B. Goode.