To my knowledge there are only a couple of D-SLR's that can do in-camera double exposures. There's almost no point, though because it's so easy to drop in a moon from another shot with Photoshop. I have a folder full of moon shots I've taken over the years, from full moon to crescent to lunar eclipse. I just picked the appropriate moon and pasted it in where needed.
To be honest, though, I tend not to do this anymore. I like the serendipity of a genuine moonrise.
