There was a program called Ultra, made by Serious magic, bought by Adobe and released with the upper end bundles of CS3. That program did exactly what you see in that video, with some virtual sets that had zooming and panning without all the time consuming keyframing to keep the forground and background matching with their position. Unfortunatly Adobe discontinued it with CS4. It was one of the best keyers I’ve ever used. There is a good chromakey pluggin by “The Foundry”
https://www.thefoundry.co.uk/
It works with many NLE’s but not Vegas but is included with some later releases of After Effects. It works very well too. If you already have a good keyer, you can buy those virtual sets from Virtualsetworks and with some keyframing practice, get those results. Full body shots without shadows won’t look very convincing.
Google “Videocopilot” and “Andrew Kramer” and look for his shadows video tutorial. Very good tutorial. Danny