We consider the simple exclusion process on Z x {0, 1}, that is, an ''horizontal ladder'' composed of 2 lanes, depending on 6 parameters. Particles can jump according to a lane-dependent translation-invariant nearest neighbour jump kernel, i.e. ''horizontally'' along each lane, and ''vertically'' along the scales of the ladder. We prove that generically, the set of extremal invariant measures consists of (i) translation-invariant product Bernoulli measures; and, modulo translations along Z: (ii) at most two shock measures (i.e. asymptotic to Bernoulli measures at $\pm$$\infty$) with asymptotic densities 0 and 2; (iii) at most one (outside degenerate cases) shock measure with a density jump of magnitude 1. We fully determine this set for a range of parameter values. In fact, outside degenerate cases, there is at most one shock measure of type (iii). Our results can be generalized in several directions using the same approach and answer certain open questions formulated in \cite{ligd} as a step towards the process on $\mathbb{Z}^2$.