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If you only want then occasionally, perhaps you can just roll-your-own by using a little bit of negative space, like this

Maths in double brackets $[\![ e=mc^2 ]\!]$ or double parentheses $(\!( a^2 )\!)$. 

negspace output


If you'll be using them a lot, try using a package like stmaryrd that defines commands for these symbols, as recommended in the comments.

\documentclass{article}
\usepackage{stmaryrd}

\begin{document}

\begin{equation}
  \llbracket     1 \rrbracket       \quad
  \llparenthesis 2 \rrparenthesis   \quad
  \llceil        3 \rrceil          \quad
  \llfloor       4 \rrfloor         \quad
\end{equation}

\end{document}

stmaryrd output

Note especially the fancier display for double parentheses.

As a side note, DetTeXify is getting better and better at recognizing these symbols, so you can check there for more package-based options.

Thruston
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