Dominion: what happens when I play Throne Room on a Feast since Feast gets trashed when played?
Gain two cards.

From the rules, pg5


  If you use Throne Room on Feast, you will
  gain two cards, even though you can only trash Feast once.
  Gaining the card isn't contingent on trashing Feast; they're just
  two things that the card tries to make you do.


As @MagRoader pointed out, the general rule is on page 6.


  The player may still play an Action card even if he is not able to do everything the Action card tells him to do; but the player must do as much as he can.


Therefore the gaining of a card is not dependent on the trashing of the Feast (obviously you can't trash one card twice).