On the Xbox 360, along with the option to install games to the hard drive, you can also apparently install multiple-disc games to the hard drive, but I haven't tried this.
For instance, L.A. Noire and Rage have 3 discs, and Dead Space 2 has 2 discs.
I know you have to have a disc in the drive to start an installed game. If I install all discs to the drive, will I still have to switch out discs when the game gets to the portion requiring a new disc, despite the fact that they are all installed?