The recently proposed new family of "double-hybrid" density functionals [Grimme, S. J. Chem. Phys. 2006, 124, 34108] replaces a fraction of the semi-local correlation energy by a non-local correlation energy expression that employs the Kohn-Sham orbitals in second-order many-body perturbation theory. These functionals have provided results of high accuracy over a wide range of properties but fail to accurately describe long-range van der Waals interactions. In this work, a distance-dependent scaling factor for the non-local correlation energy is introduced to address this problem, and two new double-hybrid density functionals are proposed. The new functionals are optimized with the finite cc-pVTZ basis on training sets of atomization energies and intermolecular interaction energies. They are compared against (scaled) second-order Møller-Plesset perturbation theories and popular density functionals including the hybrid-GGA functional B3-LYP and the first double-hybrid functional (B2-PLYP). Tests are performed on an extensive set including reaction energies, barrier heights, weakly interacting complexes, transition-metal systems, molecular geometries, and harmonic vibrational frequencies. Within the cc-pVTZ atomic orbital basis, we have demonstrated the ability to find a parametrization scheme which is simultaneously able to describe thermochemistry and weakly bound systems with a satisfactory degree of accuracy.