Open the same directory twice

In the latest version, it is actually much simpler. In a window of the project you want to duplicate, open the command panel (Command + Shift + P in Mac or Ctrl + Shift + P in Ubuntu), then type dupl (and select Workspaces: Duplicate As Workspace in New Window), this will duplicate your workspace in a new window. Now you can have 2 windows of the same project at the same time.

You can do this with the following ways:

1- Manually open a new window (ctrlshiftn) and go to:

File > Add folder to Workspace. Then just select the folder.

2- Open the command panel (ctrlshiftp) enter dupl and hit enter that will duplicate the current workspace in a new window
*dupl is just a filter for the complete command that is: Workspaces: Duplicate Workspace in New Window thanks to dipnlink comment

Source: https://code.visualstudio.com/docs/editor/multi-root-workspaces
*Done in windows (10), vscode (1.35.1)

click file > duplicate workspace