Marcel Desailly (92/93 - Marseille, 93/94 - AC Milan)
There is at least one other who won it twice in a row (with 2 different teams, obviously, since no team has repeated since it became the Champions League)
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As of 03.10.2012. following teams won Champions League twice:
Benfica 2 (1961, 1962)
Juventus 2 (1985, 1996)
Nottingham Forest 2 (1979, 1980)
Porto 2 (1987, 2004)