For noble gas atoms, non-sequential double ionization was first observed by L'Huillier. The interest to this phenomenon grew rapidly after it was rediscovered in infrared fields and for higher intensities. Multiple ionization has also been observed. The mechanism of non-sequential double ionization in noble gas atoms differs from the one in alkaline earth atoms. For noble gas atoms in infrared laser fields, following one-electron ionization, the liberated electron can recollide with the parent ion. This electron acts as an "atomic antenna", absorbing the energy from the laser field between ionization and recollision and depositing it into the parent ion. Inelastic scattering on the parent ion results in further collisional excitation and/or ionization. This mechanism is known as the three-step model of non-sequential double ionization, which is also closely related to the three step model of high harmonic generation.