Here is a link listing what states allow doubles towing.
Pennsylvania is my home state and pulling 2 trailers is illegal with some exceptions. Here is the PA Vehicle code listing it.
§ 4904. Limits on number of towed vehicles.
(a) General rule.--No motor vehicle shall be operated upon a highway towing more than one other vehicle except as otherwise provided in this section.
(b) Farm tractors.--Farm tractors may tow no more than two other vehicles when engaged in agricultural operations.
(c) Towing vehicles requiring service.--
(1) A dolly not exceeding ten feet in length may be towed by a motor vehicle for the purpose of towing another vehicle requiring service.
(2) A combination requiring emergency service may be towed to a nearby garage or other place of safety.
(d) Saddle-mount operations.--Not more than three truck tractors, empty trucks or chassis therefor, may be towed by a truck tractor, truck or the chassis thereof, provided that only the rear wheels of the drawn vehicles shall touch the road surface and the overall length of the combination does not exceed 75 feet.
(e) Two-trailer combinations on interstate and certain other highways.--Combinations consisting of a truck tractor and two trailers may be driven only as described in section 4908 (relating to operation of certain combinations on interstate and certain other highways).
(f) Tow dollies and converter gears.--A tow dolly or converter gear may be towed by a motor vehicle for the purpose of towing another vehicle, provided the combination meets all requirements of section 4905 (relating to safety requirements for towed vehicles) and separate lighting equipment is displayed on the rear of a towed motor vehicle. A converter gear may also be towed empty behind a combination consisting of a truck tractor and semitrailer.
(g) Combinations permitted under section 4965(2).--Combinations permitted only to cross a highway to get from one commercial or industrial facility to another under section 4965(2) (relating to single permits for multiple highway crossings) may consist of more than two units as long as the dimensions and gross axle and wheel weight of the combination and loads do not exceed the maximums specified in this chapter.
(h) Certain combinations permitted under section 4968.--Combinations consisting of a truck and one trailer or a truck tractor and one trailer which exceeds the maximum vehicle lengths authorized in section 4923 (relating to length of vehicles) and which shall not exceed 102 inches in width, or a truck tractor and no more than two trailers, each trailer of which shall not exceed 102 inches in width and 28 1/2 feet in length may be operated under a permit issued under section 4968 (relating to permit for movement during course of manufacture).
(i) Portable traffic control signals or devices.--Portable traffic control signals mounted upon a trailer not exceeding 3,000 pounds gross vehicle weight may be operated in tandem as long as the length of the two trailers combined does not exceed 300 inches and the trailers are designed by the manufacturer to be able to be towed in tandem on public roadways.
(July 1, 1981, P.L.197, No.60, eff. imd.; July 7, 1983, P.L.32, No.19, eff. imd.; July 11, 1985, P.L.204, No.52, eff. 90 days; Nov. 29, 1985, P.L.316, No.81, eff. 60 days; July 9, 1986, P.L.544, No.96, eff. 60 days; Feb. 10, 1994, P.L.10, No.2, eff. imd.; Apr. 17, 1997, P.L.6, No.3, eff. 60 days; Oct. 24, 2012, P.L.1307, No.163, eff. 60 days)