How it would come up in regular go is as Hexahedron described above: white makes a move that threatens to make a move that threatens to make a ko threat.
A situation where that is useful could look something like this:
Black can start a multi-step approach move ko in the lower left:
When it’s white’s turn to find a ko threat, she doesn’t have any direct threats but can start the slow process of creating a threat in the upper right:
Several moves later (see the full line here) black has made it into a direct ko, and now white needs to make use of the prepared ko threat at G9:
So that’s how one side can get multiple moves in a row in a regular game of go! The same idea can be extended to any number of moves in a row, if you make an approach-ko with enough steps. Here is a problem I made where black gets 24 moves in a row in the optimal line:
24 moves in a row