malfunction drills
I agree with C.R.Sam. Using snap caps mixed with real ammo is a good solution.
For training purposes, you can set up a stove pipe by hand and practice sweeping your weak hand back to disloge the brass and rack the slide. This can be painful with sharp sights. The alternative is to tilt the weapon upside down and rack the slide.
Another good drill is to rack one round, press the mag release so that it sticks out just a little bit, and return the firearm to the shooter. After the first round, the hammer will drop on an empty chamber, and your shooter will have to tap, rack, and engage.
I don't know of any way to set up a double feed except manually.
To replicate night time failures, if you have control over the range, lightly blindfold your shooter so that he/she can see a little downrage, but not a lot. Set up the jam. Your shooter should handle all jams like a double feed under these circumstances. Of course, because of safety issues, you won't be able to do this unless you control the range.