If organelles have a membrane, why do nuclei adn mitochondria have two membranes?

And chloroplasts.

The traditional explanation for mitochondria and chloroplasts is that
they began as symbiotic bacteria within eukaryotic cells.  I guess the
same may apply to the nucleus, but it is hard to see how it could ever
have been an independant organism since, unlike the others, it lacks
any obvious energy source.  Still, it is interesting to speculate that
it is only those organelles that contain genetic material of their own
that possess double membranes.

I can't comment intelligently on the nuclear membrane at the moment,
but the mitochondrial membrane is an easy one to answer.
Prokaryotic organisms and mitochondria generate ATP by building up a
"proton motive force".  Hydrogen ions(H+) are pumped into either the
periplasmic space between the cell wall and the cell membrane or the
intermembrane space between the inner and outer mitochondrial
membranes.  The positive charge that subsequently builds up in the
spaces where the H+ ions accumulate creates a voltage drop across the
membrane.  Current would flow from one compartment to the next if they
were connected with a conductive wire.  Instead of a wire, the
compartments are connected with channels composed of an enzyme called
ATP synthase.  H+ ions can pass through back to the cytoplasm of the
bacterium or the inner compartment, the matrix, of the mitochondria,
only by passing through the ATP synthase complex.  Have you ever seen
a old mill that uses a water wheel?  Water from a high reservoir wants
to flow to a lower pool, but the only way it can get there is by
flowing over a wheel, in the process turning the wheel and allowing
the spinning of the wheel to spin gears which drive millstones that
grind flour or whatever.  The same thing happens as the H+ ions pass
through the ATP synthase complex, except the energy is used to
phosphorylate ADP to create ATP.
Since the same basic flow exists in prokaryotic organisms and
mitochondria, with the ion gradient building up in the space between
the membranes and flowing back to the central chamber through an ATP
synthase complex, and since mitochondria actually contain their own
DNA, which bears more similarity to prokaryotic DNA in some ways than
it does to the eukaryotic DNA in the nucleus of the cell containing
the mitochondria, it has been proposed that mitochndria arose through
endosymbiosis.

There's more on this hypothesis here(Powerpoint):
http://www.d.umn.edu/~agoyal/teaching/MTU-Teaching.ppt

At NCBI you can actually search the full text of 40+ science textbooks.
http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?db=Books

the main theory explaining why arganelles have a membrane is called
"endosymbiotic theory".
According to this theory mitochondria where at the beginning simple
bacteria who where able to make respiration process who where
internalised by an eukariotic cell but hasn't been disgested. that's
why mitochondria have two membranes the first one is the bacteria one
and the second one (external) is the one from the eukariotic cell.
this theory is based on membrane composition and on the study of the
ribosomic DNA   of the mitochondria which is rather "bactéria like"
than "eukariotic cells like".

Another theory exists for the nucleus based on a depression which leds
to an inner vesicles.
the process is repeated a second time on that vesicle which create a second layer.
(difficult to axplain whithout a sketch)