After owning my trusty Nikon D40 for four years, I am ashamed to say I just began to use the Image Overlay feature. In my defense, I began shooting as a photojournalism student where this is usually considered unethical. Har har.
Image Overlay essentially allows the photographer to combine two RAW images to form one composite photo. Sure, one can execute this in Photoshop, but it's so much more interesting in-camera. Heed caution, though, when shooting the individual images since merging the two can create one overexposed frame. Learn more about this feature on The Photo Forum.