It just looks like one camera, one light, one large, dark area. Maybe they had a studio with a black wall, but you could even do this outdoors at night. Brightly light your guy from the side so that no light falls on anything visible in the background. Expose for the bright areas. Exposing for the brightest areas makes the darkest areas fall away to black. You might need to tweak that in post to get the contrast just the way you want it.
As for the black and white and “gritty” (or grainy), those effects are easy enough to get in Premiere or whatever you use to edit it. Same with the titles.