Hello David Reese,
As ‘Tudor’ already said: ”With a steady shot like this it is very easy to create this effect”.
basic steps
1. Get a camcorder on a tripod
2. Make sure that you get a clean plate of your background
3. then just add smoke, a certain blur effect(s) and some distortion
4. to make the effect look a bit more realistic, create some
visual camera movement
i am bysy making a video-tutorial about this effect. as soon i`m finished i will send you a message for that