What are some eye exercises I can do when I have double vision?

Pencil pushups. Double vision always needs to be evaluated by an eye md. If the diplopia is associated with fatigue, try focusing on a near object over several minutes.
There aren't many. Double vision is often a sign of an underlying condition. If it is fleeting (lasting less than a couple of minutes) and there are no other symptoms, it may signify a degree of exhaustion. If it is longer lasting, you should have an eye or general medical examination. Eye exercises are of dubious value and may only hide the symptoms rather than deal with the underlying problem.