I can't resist mentioning the following paper of mine: Random diophantine equations, B. Poonen and J. F. Voloch, pp. 175–184 in: Arithmetic of higher-dimensional algebraic varieties, B. Poonen and Yu. Tschinkel (eds.), Progress in Math. 226 (2004), Birkhäuser.

It has two appendices, one by Colliot-Thélène and the other by Katz. The first appendix, by Colliot-Thélène, proves a result we quote, which he had proved many years before but never published. This proof required a variant of "weak Lefschetz" for which there was no reference. Katz supplied a proof that ended up being the second appendix which, strictly speaking, is an appendix to the first appendix!