Open Illustrator, have a new document. Grab your rectangle tool.
No need to hold shift. Just make a long rectangle so it just resembles a line. Thickness is up to you.
Copy. Hold shift and drag it down so you have 2 lines with a good space in between.
Go to Object > Blend > Blend Options.
Match your settings to mine. Or you know....don't and add more steps.
It isn't going to look like you did anything but that's ok. Select your lines go to Object > Blend > Make.
Now you can either leave it like this or go into your effects panel and use different distortion settings to make them fancy shmancy.
(I used free transform located at Effect > Distort & Transform > Free Transform.)
This isn't just limited to rectangles. You can do this with any shape and use the stroke as your line. Just make the fill transparent. Examples below.