Let Ω⊂RN (N≥3) be an open domain which is not necessarily bounded. By using variational methods, we consider the following elliptic systems involving multiple Hardy-Sobolev critical exponents: ⎩⎨⎧−Δu−λ∣x∣s1∣u∣2∗(s1)−2u=κα∣x∣s21∣u∣α−2u∣v∣β−Δv−μ∣x∣s1∣v∣2∗(s1)−2v=κβ∣x∣s21∣u∣α∣v∣β−2v(u,v)∈D:=D01,2(Ω)×D01,2(Ω),inΩ,inΩ, where s1,s2∈(0,2),α>1,β>1,λ>0,μ>0,κ=0,α+β≤2∗(s2). Here, 2∗(s):=N−22(N−s) is the critical Hardy-Sobolev exponent. We mainly study the critical case (i.e., α+β=2∗(s2)) when Ω is a cone (in particular, Ω=R+N or Ω=RN). We will establish a sequence of fundamental results including regularity, symmetry, existence and multiplicity, uniqueness and nonexistence, {\it etc.} In particular, the sharp constant and extremal functions to the following kind of double-variable inequalities Sα,β,λ,μ(Ω)(∫Ω(λ∣x∣s∣u∣2∗(s)+μ∣x∣s∣v∣2∗(s)+2∗(s)κ∣x∣s∣u∣α∣v∣β)dx)2∗(s)2≤∫Ω(∣∇u∣2+∣∇v∣2)dx for (u,v)∈D will be explored. Further results about the sharp constant Sα,β,λ,μ(Ω) with its extremal functions when Ω is a general open domain will be involved.