The OP is clearly not a film festival-goer, because seeing 3-4 films a day (often day after day) is the norm when attending a major film festival.
Yep. In March I go to the month-long European Union Film Festival, with 2 films each weeknight and 3-4 film each weekend. This year I missed a few because I was sick, but I still saw 58 movies in March (that does include a few non-EUFF films). That’s less than the previous 3 years. Three years ago I saw 71 movies in one month. Insane? Oh yes, and I enjoy every minute. No sense in being insane if you can’t have fun!
When Return of The Jedi came out in '83, a nearby theater showed it AND Star Wars and The Empire Strikes Back (all three movies, in order). My mom took my brother and me. We were in the theater for something like 7-8 hours. 
I used to do what I called a [SpoilerVirgin] double feature all the time. This involves buying separate tickets for two movies on the same day, often at different theaters. I don’t drive, and I always used to give extra points for the more complicated the public transportation was between the two theaters. I also gave bonus points for finding a good connecting theme between the two movies. I remember once going to two Denzel Washington movies in a row (looking at IMDB, probably Philadelphia and The Pelican Brief). I also remember seeing two silly movies about aliens in a row, probably Earth Girls are Easy and My Stepmother is an Alien. With the ease of seeing movies outside of the theater, I don’t do it much anymore, but occasionally I have two movies that I really want to see, or I’m just in the mood to spend the day at the movies, and I will put together my own double feature.
I think I only did once. It was at a drive-in theater when I was about 7 or 8. I don’t remember what the first movie was (Romancing the Stone?), and I think the second was Risky Business.
If this counts, I saw The Adventures of Ford Fairlane twice in the theater opening day. I’d made plans to see it with a friend (and forgot until she reminded me), and a friend that didn’t know her wanted to see it, too, at a different time.
Technically, I have, but with an asterisk; it was two showings of the same movie (The Simpsons Movie, to be exact). It was on multiple screens in a theater and the start times were staggered, so I saw the first showing on opening day, then saw it again about 30 minutes after the first one finished.
The last true “double feature” I saw was about 30 years ago (Monty Python at the Hollywood Bowl followed by The Secret Policemen’s Other Ball (the US cut).)
When The Dark Knight Rises came out, the opening night, theaters were airing the trilogy as a movie marathon - Batman Begins at 6 or so, then The Dark Knight around 9, and then the new movie would air at midnight. Well, a guy who I had dated was a huge Batman fanatic and had bought tickets for us, months in advance.
Fast forward to a “break-up” (not sure if you can call it that, as we were never that serious), but he contacted me and asked if I still wanted to go, since he had bought the ticket for me. Ended up having a good time, but over the course of the intermissions, my cell phone died. I remember walking out of the theater and seeing some commotion in the lobby, but I was so tired, I just wanted to go home.
Overnight, I charge my cell phone and when I wake up, I see that I have a few messages asking if I’m alright, that people had heard there’d been a shooting, etc. I flash back to seeing the activity in the lobby and wonder if something had occurred.
Well, I turn on the news and see the coverage about the Aurora shooting. My (well-meaning but somewhat clueless) friends just heard there was a shooting at The Dark Knight Rises premiere, and assumed I was there.
I don’t even live in Colorado.