It's gotta be those of us who did those Kraftwerk gigs in London four years ago, hasn't it? An 8pm gig and then a midnight gig. They did summat similar in Paris in 2001 and repeated the idea in a few places throughout 2004.
Plenty of bands I've seen 24hrs apart - recent ones I can think of are Pixies, Interpol, Chemical Bros, New Order (natch).
Any other bands who've played multiple shows in one night though? Or even done more than one venue in the same night? I remember Basement Jaxx doing 4 gigs in London at 4 different venues over 4 consecutive nights -- not quite the same though.