Never watched or been watched by a 3rd person, if that person was just standing there, I would tell that person to get out.  What the hell, if you are fucking someone, there should be a sign on the door knob that says "do not disturb" after all.  However, if it is a chick that is watching, I would tell her to either join in on the fun, or get out and wait for her turn.

In England, at the legal "massage parlours" in the Manchester area - which are tolerated brothels for purposes - there is a "watch and comment" service. For about an extra $15 a second girl will join you in the room for the last half of the session. She will watch and talk dirty and may (if she feels like it) kiss your girl, feel her breasts, touch you with her hands, and in general ways provide some extra erotic naughtiness.

Here in the USA this sort of thing might be available if you have been a regular at a massage parlor and know both of ladies - or if there are two providers whom you have both scene and they share an apartment or house.

But why not just for a double?