Several weapons have text that state they have some effect when played with another weapon on a check, but I don't know of any rules that actually allow you to play two weapons on a check; the only weapon I'm aware of that lets you play with another weapon is a dagger. Am I missing something?
Are you referring to Main-Gauche? If so, see this post.
There are some other weapons that have wording similar to the dagger(s). Dancing Scimitar for instance. But other than that, no, you can't play more than one weapon on a check.
You can play more than 1 dagger on a check; see this. So not "two", "more than two".
EDIT: Thematically, it seems to be represented by Agna's ability to recharge Offhand cards to add a bonus to a combat check. Though you can use 2 Double Weapons this way :)