If the walking person has been photographed against a blue or green screen then he can be composited over the background layer(s) to appear to be walking from one to the other.
If he is part of one of the BG clips then he will have to be rotoscoped onto a separate layer and composited. This means frame-by-frame animated masking. You can do this inside AE, but it might be easier to export the clip as an image sequence, importing the frame/files into Photoshop and masking, then reimporting and reassembling in AE.
Jim Kanter,
Digital Film Institute
http://www.dfilminst.com