How did they film the Black Knight sans legs and arms?

"They" presumably being Monty Python and the Black Knight being a character in "Monty Python and the Holy Grail". John Cleese played the knight when the first and second arms were cut off, they were merely hidden under the costume. The part of the one-legged knight was played by an actor named Richard Burton, a local resident who mainly worked as a silversmith. In the film, it can be seen he is quite a bit shorter than Cleese. The final scene of the armless and legless knight is Cleese in a hole, with his arms hidden as before. Burton's role was not credited in the film. Multiple sources were used for this answer, including Blu-Ray commentary about the film and the newly (June 2015)released "A Book About the Film Monty Python and the Holy Grail", by Darl Larsen. It is more than exhaustive. The chapter about the "Constitutional Peasant" scene, for example, has 192 footnotes. Here's the IMDB page for the movie:

http://www.imdb.com/title/tt0071853/fullcredits/

The Black Knight was first played by John Cleese, but when Arthur cuts off the first leg a real one-legged actor (a local silversmith) was used. On the DVD Terry Gilliam reveals that a marionette was used to film the shot of the second leg being cut off, he also jokes that using the one-legged silversmith for the shot of the knight with no legs saved work, since they only had to dig a hole for one leg (Cleese has said that it was himself standing in the hole).
http://www.imdb.com/title/tt0071853/trivia?ref_=tt_trv_trv