Introduction: The MO link provided by @JoeJohnson in the comment section clearly indicates that it is a tough problem to find a combinatorial interpretation for the positive integers
\begin{align*}
S(m,n)=\frac{(2m)!(2n)!}{m!n!(m+n)!}\tag{1}
\end{align*}
Ira Gessel introduced for $S(m,n)$ the term Super Catalan Numbers in his paper about Super Ballot Numbers from 1992. See the answer from @GrigoryM providing some information about it. In this paper (section 6) Ira Gessel also introduces the identity
\begin{align*}
\sum_{n\geq 0}2^{p-2n}\binom{p}{2n}S(m,n)=S(m,m+p)\qquad\qquad p\geq 0\tag{2}
\end{align*}
which together with the initial value $S(0,0)=1$ and the symmetry $S(m,n)=S(n,m)$ shows that $S(m,n)$ is a positive integer.
Alas, he also writes that it remains to be seen whether (2) can be interpreted in a natural way.
In 2004, twelve years later(!) we can read in another paper by Ira Gessel in the introductory section:
An intriguing problem is to find a combinatorial interpretation to the super Catalan numbers.
Conclusion: A combinatorial intepretation for $S(m,n)$ is a tough problem.
Nevertheless I would like to give at least a proposal or an invitation to the reader to look for a combinatorial interpretation in terms of lattice paths.
Observe, that $S(m,n)$ can be written as
\begin{align*}
S(m,n)=\frac{\binom{2m}{m}\binom{2n}{n}}{\binom{m+n}{n}}\tag{3}
\end{align*}
Interpreting this fraction in terms of lattice paths, containing solely of $(1,0)$-steps in $x$-direction and $(0,1)$-steps in $y$-direction, we can see
the numerator
\begin{align*}
\binom{2m}{m}\binom{2n}{n}\tag{4}
\end{align*}
counts the number of paths of length $2m+2n$ from $(0,0)$ to $(m+n,m+n)$ passing through the point $(m,m)$ or equivalently it counts the number of paths from $(0,0)$ to $(m,m)$ times the number of paths from $(0,0)$ to $(n,n)$.
On the other hand
the denominator
\begin{align*}
\binom{m+n}{m}\tag{5}
\end{align*}
counts the number of paths of length $m+n$ from $(0,0)$ to $(m,n)$ or symmetrically the number of paths from $(0,0)$ to $(n,m)$.
Idea: Since we know the fraction in (3) is a positive integer, it should be possible to find a mapping from each of the $\binom{m+n}{m}$ paths in (5) to a set of paths corresponding to the interpretation in (4).
For each of the $\binom{m+n}{m}$ paths this mapping should partition the $\binom{2m}{m}\binom{2n}{n}$ paths into equally sized classes and the challenge is to find a natural mapping for this partition.
Let's look at a simple example with $m=2,n=1$ and encode paths using $0$ for a step in $x$-direction and $1$ for a step in $y$-direction. We observe
\begin{array}{cccc}
\binom{4}{2}=6&\binom{2}{1}=2&\qquad&\binom{3}{1}=3\\
\hline
0011&01&\qquad&001\\
0101&10&\qquad&010\\
0110&&\qquad&100\\
1001&&\qquad&\\
1010&&\qquad&\\
1100&&\qquad&\\
\end{array}
For each of the $\binom{m+n}{m}=\binom{3}{1}=3$ paths $001,010$ and $100$ we have to find a class containing 4 pairs of paths from $$\{0011,0101,0110,1001,1010,1100\}\times\{01,10\}$$ providing us with a natural combinatorial interpretation. At the time I wasn't able to find one, although I'm pretty sure that the information is properly encoded within these paths.
One idea was to view the $\binom{2m}{m}$ paths as part of a square grid in the $(x\times y)$-plane and the $\binom{m+n}{m}$ paths within a rectangular grid of length $m$ and height $n$ as part of a $(x\times z)$-plane. This way they form two faces of a rectangular solid and the paths are projections of an area within this solid to the faces. But I couldn't find a proper interpretation this way.
So, I invite the reader to do a small meditation exercise about the following problem:
Challenge: Imagine the $\binom{2m}{m}$ paths are part of an $m\times m$ grid within a $(u_1\times u_2)$-plane and the $\binom{2n}{n}$ paths are part of an $n \times n$ grid within a $(v_1 \times v_2)$-plane. Find a mapping or decipher the information encoded in the $\binom{m+n}{m}$ paths which are part of a $m \times n$ grid in a $(w_1 \times w_2)$-plane resulting in a naturally, equally sized partitioning of the $\binom{2m}{m}\binom{2n}{n}$ paths.