Events containing high-$P_T$ multi-leptons were sought at HERA by the H1 and ZEUS collaborations. Experimental data were compared to simulations of $\gamma \gamma \rightarrow l^+ l^-$ processes, and H1 extracted the total and differential cross sections of the processes. The doubly-charged Higgs, which decays into lepton pairs, was analysed by H1 as a possible source of the multi-electron events, which have been observed at high invariant masses.