Taken from the top of the Yorktowne Hotel, the photo was made by a camera (film, not digital) that was opened for probably an hour or two (it's been so long ago, I can't recall the exposure times) and cardboard was held in front of the lens for a few minutes as the moon moved across the sky.
So while it was one exposure on the film, it was actually multiple exposures. With film cameras, it was an entirely mechanical shutter-- no battery needed. It's a bit tougher with digital since the batteries, I think, would probably die before the two hours were up. Shooting lightning was also easy with film, since you just opened the shutter and waited for Mother Nature to put on her light show.
I'm sure there's a way around the battery problem, but I'm not aware of it. If you have an idea, I'd love to hear it.
Actually, this technique is still done with digital. Some camera models have a "Multiple Exposure" setting, but it's usually done in software. You take photos about 5 min apart and then use software to blend each "layer" of photo. Basically you put one exposure on top of the other one. I've used this "layered" technique for some of my sunset shots since I have yet to buy a Graduated ND filter. Here's a good example with digital:
http://www.flickr.com/photos/juniorvelo/313665991/
Here's another photo, similar to yours:
http://www.flickr.com/photos/lonedfx/2590788669/