I live in VA. It's not legal here. This is not one of those things where "If you're good in your home state you're good everywhere." Double towing is not reciprocal. It can be fine in your home state but if you go to a state where it's not legal you can be stopped. In VA they will make you leave one trailer on the side of the road or call someone to come get it. You can not continue on with both of them.
My family owned a trailer dealership: horse, stock, flatbed, dump, etc. trailers. They would often have guys delivering new ones from out of state. They would often pull 2 at a time. Sometimes they would make it all the way to the lot. Sometimes they would get stopped and they would call and ask them to bring the shop truck to pick up the other trailer.
I would love to pull my boat behind a FW. I have specifically asked 3 DOT officers about this. All have said the same thing; it's illegal. I asked about commercial doubles since I already have a CDL. They said that if my truck, FW, and boat trailer were all registered as commercial vehicles and I have a double trailer endorsement on my CDL then I could but only on the routes available for commercial doubles. Even the commercial haulers like FedEx, UPS, etc can only pull doubles on designated routes; mostly interstates and major highways. So, even then the winding back roads to the lake and campgrounds would still be illegal.