My D did a major and a minor at Wellesley. She could have done two majors, but wanted to take related courses in a third major instead of taking classes she wasn’t as interested in just to complete a second major. I think double majors are common, but how onerous the requirements are will likely depend on the particular majors selected. There are also dual degree programs available with MIT and Brandeis.
You should go to each school’s website and look at their degree requirements, and then at the major requirements for the particular majors you are interested in.
Wellesley’s degree requirements are posted at:
http://www.wellesley.edu/academics/theacademicprogram/requirements
The academic departments (drill down to view) are posted at:
http://www.wellesley.edu/academics/deptsmajorprog
When my D declared her intended major her second year, she was required to map out the courses she planned to take each year to meet Wellesley’s degree and major requirements.
My S attends a different school (obviously) and at his school, the degree requirements are less stringent. However, at his school “triple majors” are not allowed, so while he will fulfill the requirements for three majors, he can only declare two of the three.