They for sure used a lot of comped in smoke in this, especially the foreground stuff. Ideally you just need a really high volume fog machine from Roscoe or LeMaitre (Theatrical companies you can easily rent just about anywhere) and just worry about the frame, not the entire room. You will have limited time to accomplish the shots before it dissipates but if the airflow in the room is not to fast you should be able to build up some really good banks of fog in a short time.
EDIT: Heres a link to a solid machine. https://www.rosco.com/fog/vapour.cfm You can rent these from theatrical lighting companies pretty cheap for a day or two. Probably have to pay for fluid but these things can put out a LOT of smoke in a very short amount of time, and the fluid/smoke is all safe for actors and equipment. Just be sure where you are operating does not have particulate fire sensors or you will be getting visits from the fire dept.
Also be sure to light your smoke really evenly from the side or front to make it feel denser, lighting from the back will make it feel a bit whispier and glowy.
Edited by Shawn Sagady, 29 August 2016 - 11:10 AM.