Do you mean the engagement ring/wedding band set or have you seen people with two different bands?
Usually you wear your engagement ring until the wedding day-then you take it off to exchange bands and place the engagement ring on top afterwards. Some women don't like wearing two rings so they have one combined ring or just have the groom put the engagement ring on the bride again and the groom gets a band.
The only time I've seen people wearing two different bands is when a couple started out with a plain band and upgraded to a more expensive one on a later anniversary but for some reason the bride still wears the older plain one.
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