This baseball term refers to two baseball games played on the same day between the same two teams, in front of the same crowd. Most doubleheaders are "day-night" doubleheaders, with the first game taking place during the day and the second played in the evening.
Although the definition of a doubleheader states that the same paying audience watches both games on the same day, in reality most doubleheaders have a break in between and a different group of spectators watches the second game (paying for another ticket in the process).