A non-sexual example: The Most Dangerous Game. A story about a hunter who grows tired of hunting animals, so he kidnaps people and sets them loose in a jungle for the purpose of hunting them. The title in this case is the double entendre. One meaning is that the actual sport of hunting is the most dangerous game to play, but the other meaning is that humans are the most dangerous game to hunt. (And therefore the most challenging according to the hunter's logic.)
Another non-sexual example is Percy Bysshe Shelley's famous poem, "Ozymandias" in which on a shattered ruins of a colossal statue, the inscription reads:
My name is Ozymandias, king of kings: Look on my works, ye Mighty, and despair!"
The original meaning of "despair" was that nobody could hope to equal his achievements, but seeing the statue in ruins, the reader might "despair" to find that all beings are mortal.
Nanny Ogg from the Discworld series by Terry Pratchett enjoys using these, although according to Carpe Jugulum, hers are usually "single entendres, and proud of it". Then there's this gem:
Nanny Ogg: 'S called the Vieux River. Granny Weatherwax: Yes? Nanny Ogg: Know what that means? Granny Weatherwax: No. Nanny Ogg: The Old (Masculine) River. Granny Weatherwax: Yes? Nanny Ogg:(hopefully)Words have sex in foreign parts."
Nanny actually calls them 'intenders'.
Nanny is so fond of these that it's a sign that things are really serious when she doesn't use them.
There's also Nanny Ogg's favorite song, "A Wizard's Staff Has a Knob on the End..."
And "The Hedgehog Song", which doesn't so much use double entendres as it beats you over the head with it.
And also the Screaming Orgasm, possibly in a bid to be as blunt as possible, on the basis that it's funnier to just have Single Entendres and get them out of the way. This is apparently a real cocktail that Terry Pratchett has been offered.
Terry: I staggered into a Manchester bar late one night on a tour and the waitress said "You look as if you need a Screaming Orgasm". At the time this was the last thing on my mind...
The witches aren't alone with this. Mustrum Ridcully calls the University organ "Our Mighty Organ"). Much to the dismay of the rest of the wizards.
In Maskerade, Agnes muses that the opera Ghost will no doubt have a secret hideaway with flowers and, yes, an enormous organ. On which he will play a variety of tunes. Later in the book, one character mentions that "our organ's a Johnson", having been built by Bloody Stupid Johnson.
There's also a non-sexual double meaning in The Fifth Elephant, when Sybil is musing on Vimes' berserk rage: "There'd been the case with that little girl and those men over in Dolly Sisters, and when they broke in he'd found that one of them had stolen one of her shoes, and she'd heard Detritus say that if he hadn't been there only Sam would have walked out of the room alive." Vimes insists that he's never deliberately killed anyone, so probably the obvious meaning is the true one here, but one can imagine that Sybil is pretty damn worried over the phrasing.
Speaking of The Fifth Elephant, there's also a subplot concerning an industrialist who gets murdered in his own condom factory. There's as much Double Entendre as you'd expect; enough, indeed, that the word "condom" isn't mentioned once and doesn't need to be.
That's because in Discworld the handy little thing has been named after its inventor as a 'sonky'. One of those Inherently Funny Words.
In The Truth, Vimes tells newspaper editor William de Worde that it looks as though the President of the Guild of Shoemakers and Leatherworkers will be the next Patrician, and names the man and gives the address of his shop. The guy doesn't sell shoes, but what he does sell comes under the heading of leatherwork, and there isn't a Guild of Makers of Little Jiggly Things for him to belong to instead.
In Snuff, Vimes keeps trying to use these, but Sybil curtails him.
Thursday Next villains have these in their names (Jack Schitt even gets lampshaded). As does Daphne Farquitt.
One Robert Rankin novel featured a woman who communicated entirely in Double Entendre, culminating in "that would be the blow job", referring to the job of blowing into a clogged nozzle to clear the blockage.
She appears later during a town meeting. When the mayor asks if the meeting is really expected to swallow the Zany Scheme cooked up by the leads, she announces she'll "swallow it with pleasure." Pooley thinks, "Here we go again. Carry On Up The Council Chamber."
Kerry Greenwood's Phryne Fisher novels have a song that goes, "My man Tom has a thing that is long" to which the response is "My maid Mary has a thing that is hairy" and it goes on about how Tom is going to put his thing that is long in Mary's thing that is hairy... and it's a broom handle and a broom head.
The song in question is real, and is attributed on this album to Josquin des Prez (c. 1450-1521).
"What d'you mean, I'm not brave in bed?" said Harry, completely nonplussed. There was a groan of bedsprings, and Harry's mattress descended a few inches as George sat down near his feet. "So, got there yet?" said George eagerly. "He's having a go at my mother!" Seamus yelled. "I thought not", said Snape, watching him closely. "You let me get in too far. You lost control." "Manners, Potter", said Snape dangerously. "Now, I want you to close your eyes." Harry threw him a filthy look before doing as he was told. He did not like the idea of standing there with his eyes shut while Snape faced him, carrying a wand. He was on all fours again on Snape's office floor. "Well, we'll soon find out, won't we?" said Snape smoothly. "Wand out, Potter." Harry moved into his usual position... He came quickly, as if a white flag had come out of his wand.
"She tasted disgusting, worse than Gurdyroots! Okay, Ron, come here so I can do you."
After Hermione kisses Ron during the Battle of Hogwarts, ending a big Will They or Won't They?, Harry asks if they "could just—just hold it in" until they can find the diadem. He's talking mostly to Ron.
"Harry could see Draco Malfoy banging his goblet on the table. It was a sickening sight."
'As the nearest bead of light moved nearer to Harry's wand tip, the wand beneath his fingers grew so hot he feared it would burst into flame. The closer that bead moved, the harder harry's wand vibrated...'
'Something silver white, something enormous, erupted from the tip of his wand.'
Ron struggled for a moment before managing to extract his wand from his pocket. "It's no wonder I can't get it out, Hermione. You packed my old jeans, they're too tight." "Oh, I'm so sorry", hissed Hermione ... Harry heard her mutter a suggestion as to where Ron could stick his wand instead.
Pride and Prejudice contains this gem: "Mr. Collins, awkward and solemn, apologising instead of attending, and often moving wrong without being aware of it, gave her all the shame and misery which a disagreeable partner for a couple of dances can give. The moment of her release from him was ecstasy."
Son Of The Beach, the title of which is a double entendre itself, is full of these, usually missed by the speaker, but noticed the character Kimberlee.
Daisy Miller is full of these, such as Daisy constantly remarking how "stiff" Winterbourne is in her presence, and Winterbourne's acquaintances using "studying at Geneva" as a code for something else entirely...
The cantigas de amigo from medieval Galicia, amigo meaning in this case boyfriend and not friend. Example: A girl comments to her mother that there was a deer playing in the river while she cleaned her clothes.
The Torchwood novel Undertaker's Gift, when Jack nearly shoots Ianto.
Ianto: Don't shoot. I'll come quietly. Or loudly, whichever you prefer.
An odd example appears in the audiobook - and possibly ONLY the audiobook, depending on how you read it - of Patricia C. Wrede's Dealing With Dragons. Cimorene's father, upon hearing that she doesn't want to marry Prince Therandil, responds with, "Well, it's not exactly a brilliant match, but I didn't think you'd care how big his kingdom is." The voice actor on the audiobook takes it one step further by including a significant pause between "his" and "kingdom."
As it turns out, Cu Chulainn had been referring to breasts as tracts of land centuries before Monty Python ever did.
Then, as they were conversing, he saw the breast of the maiden over the bosom of her smock, and said to her, "Fair is this plain, the plain of the noble yoke."
From the Inheritance Cycle - Roran prefers to fight with a hammer, and so is nicknamed "Stronghammer". Before you start giggling, remember that any weapon in any work is going to be a double entendre waiting to happen. That said, during the battle at the climax of the series, Roran finds himself unarmed. Noticing this, the enemy commander Lord Barst refers to him as "Lackhammer". Subtle.
Whores in A Brother's Price are women with exclusively female clientele. Many of them dress up to look as much like men as they can. This includes an ivory strap-on worn at the groin. What is it called? A bone.
Song at Dawn: Invoked by Alienor to guilt-trip Dragonetz into returning to Paris with her. "Laying your sword in my lap" strikes at both sides of their relationship.
The Dresden Files: In Storm Front a photographer talks about "shooting his roll" taking pictures of an orgy. Harry is amused that the photographer didn't catch the double entendre he just made.
The White Court vampires tend to be fond of these, and if they don't make them, Dresden usually will.