How do you film a scene where the same actor plays two different roles in the same shot?

For example, Chris Liley's Angry Boys. How do you film a scene where the same actor plays two different people, who are both in the same shot?|||It is not the same shot. It is different shots edited together. The actor may be speaking to a stand in or to a blue screen (a way of filming that allows you to add to it later) Then the scene is shot again with the actor int he other role.