Alan Wake

The spot I used for this was Chapter 2 on the way to Lover's Peak.

As you make your way along the path, after clearing the Visitor's Center, you will see a sign for Smuggler's Cave. There is a shotgun here (and also another, a bit later and further down the path, under a lighted observation point, on the left). After a few 3-on-1 fights, you will cross a bridge and reach a generator that you can start. Shortly after you continue on from this point, as you head down the path, you will be jumped by 5 or 6 Taken (the cut-scene will show one coming through a hole in a large tree*, and there is one Taken is on top of it). Since you are on a path, and you just had a checkpoint, the setting is ideal for a few tries.

Weaken several Taken by boosting your light (LT) and wait for 2 to line up in close proximity to each other (a trick I got better at was to weaken two at the same time, this helps keep them together too). If you don't get it after a couple of tries, you can let yourself be killed and try again (accumulating more shotgun kills too). If dying takes too long, jburridge88 had the very good idea of using Start -> Restart Checkpoint to try again.

* Funny, I see the sign now... It's called the "Through Tree"!

[update] There will be many more opportunities for this, this just happens to be the first place that made sense to me. I think, as you play on, you will get this without too much trouble, as there are many places where a) you are going to get jumped by multiple Taken at the same time, and b) you'll start finding the pump-action shotgun, which allows you to fire more rounds more quickly.

Quite easy, let a couple of Taken creep up to you, and when you have a clear shot for two of 'em, shoot! It takes some timing, but shouldn't be hard.
I included a video from Achievement Hunter, just for visual material.

I actually didn't do this until chapter four when you're going through the hedge maze. You get ambush by two minor taken who both take their time coming into melee.

Remember that you can always stun the taken even if they've already lost their darkness shields by focusing your light on them with a quick burst. Using this strat its extremely easy to line the two taken up and take your shot.

Whenever you are fighting the Taken indoors, like in Episode 3 try to shoot them as they come in through a doorway, so that they will be close together, but first keep them at bay by burning the darkness off them

The best way to do this is weaken two Taken with your flashlight until they're vunerable to bullets, then take your revolver to them each once to weaken them and finally, once they're close to each enough finish them both with a shotgun blast.

You can get this on 'The Signal' DLC. After you follow the GPS into the house where you receive the tools, two Taken will appear behind you. Drain all the darkness out of them and then when they are in a line shoot through them and you should get a collateral and 10G!