Yeah, I'm positive you can do it in After Effects. Here's a clip and explanation from Justin Snodgrass. He's a user on this forum as well.
Eat Smoke(00:23) This was a test we did using Adobe After Effects. We filmed the actor (David Concannon) separately and then spliced the two shots together with After Effects. http://www.snodart.com/films/eatsmoke_high.mov
Another way you could do it is film someone with one half of the scene green screened, and then chroma out the green. Have the same camera angle with different actions going on at the same time on a different layer and the character can like disappear and re-appear if he walks behind the chroma screen. Pretty underground approach to what you want, though.
If you mean the effect where you clone yourself then it's not that hard. You just gotta lock down the camera so that the background doesn't move.
1. Film one actor on one side.
2. Film the same actor doing whatever on the other side of the screen.
3. Put the two clips on top of each other. Mask out the empty part of the shot in After Effect. (Actually even Premiere can do this but it's not as precise).
It gets tricky if the characters invades each other's space (get too close or have blocking that forces any part of their bodies to overlap.). Then you'll have to animate the mask & mess with the size so that it covers just the right part.
