Demonstrating that you shouldn't always trust videos, and that you'll probably look in the wrong place.
I used Mocha Pro v3 and Hitfilm 3 Pro for the various effects here:
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Teleportation:
Removing the gas mask fiend (or whatever) just used the Mocha remove module. The scene was then tracked in Mocha and the track imported in Hitfilm for smoke to be composited in 3d space.
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Signs:
The signs were altered purely with Mocha's insert module. Pictures were taken of the signs and altered in GIMP
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Car color:
In Mocha I tracked the car and exported track mattes. These were imported into Hitfilm were a simple color grade was applied to just the car.
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Sky replacement:
Mocha was used to track the rooftops and the track mattes were inverted in Hitfilm. The sky was then rougly masked out and luminance keyed, since it was so cloudy this was quite simple. A nice image from Wikimedia Commons was then put behind the keyed-out sky.
Music by Kevin McLeod (incompetech.com)