The ultrashort and intense pulses of X-rays produced at X-ray free electron lasers (XFELs) have enabled unique experiments on the atomic level structure and dynamics of matter, with time-resolved studies permitted in the femto- and attosecond regimes. To fully exploit them, it is paramount to obtain a comprehensive understanding of the complex nonlinear interactions that can occur at such extreme X-ray intensities. Herein, we report on the experimental observation of a resonant double-core excitation scheme in N₂, where two 1σ core-level electrons are resonantly promoted to unoccupied {$1\pi^*_g\} molecular orbitals by a single few-femtosecond broad-bandwidth XFEL pulse. The production of these neutral two-site double core hole states is evidenced through their characteristic decay channels, which are observed in good agreement with high-level theoretical calculations. Such multi-core excitation schemes, benefiting from the high interaction cross sections and state- and site-selective nature of resonant X-ray interactions, should be generally accessible in XFEL irradiated molecules, and provide interesting opportunities for chemical analysis and for monitoring ultrafast dynamic processes.